Pegasystems Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:71.70% (-4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1549 | 4.31 | |
| 0.2345 | 6.33 | |
| 0.5057 | 8.78 | |
| 0.1011 | 1.57 | |
| -0.2504 | -2.76 | |
| 0.3301 | 7.26 | |
| -0.2788 | -7.26 | |
| 0.1073 | 2.60 | |
| 0.0144 | 0.33 | |
| 0.0101 | 0.22 | |
| -0.0420 | -0.56 |
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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