Pegasystems Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:66.79% (-4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0909 | 4.22 | |
| 0.2321 | 6.40 | |
| 0.5038 | 8.66 | |
| 0.0903 | 1.40 | |
| -0.2333 | -2.56 | |
| 0.3190 | 7.01 | |
| -0.2717 | -7.07 | |
| 0.1052 | 2.54 | |
| 0.0090 | 0.21 | |
| 0.0295 | 0.62 | |
| -0.0953 | -2.36 |
Estimation Period:
Jul 19, 1996 to Feb 6, 2026
Jul 19, 1996 to Feb 6, 2026
News Impact Curve
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