Pegasus Hotels OF Ceylon Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.91% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 16.54 | |
| 0.1288 | 31.46 | |
| 0.9827 | 823.05 | |
| -0.0210 | -4.15 |
Estimation Period:
Aug 26, 1994 to Feb 6, 2026
Aug 26, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pegasus Hotels OF Ceylon Ltd Analyses
Other EGARCH Analyses on International Equities