Pacific Denims Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.05% (+11.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1752 | 11.68 | |
| 0.2580 | 23.95 | |
| 0.9266 | 129.66 | |
| -0.0256 | -2.71 |
Estimation Period:
Feb 7, 2017 to Feb 5, 2026
Feb 7, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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