Pcc Rokita Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.93% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 8.83 | |
| 0.1006 | 16.46 | |
| 0.9839 | 486.61 | |
| 0.0152 | 2.19 |
Estimation Period:
Jun 25, 2014 to Feb 6, 2026
Jun 25, 2014 to Feb 6, 2026
News Impact Curve
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