Pegasystems Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.50% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 4.50 | |
| 0.0591 | 18.61 | |
| 0.9960 | 1,281.91 | |
| -0.0250 | -7.66 |
Estimation Period:
Jul 19, 1996 to Feb 6, 2026
Jul 19, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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