Ukraine PFTS Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.83% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 22.05 | |
| 0.2142 | 26.43 | |
| 0.9695 | 403.94 | |
| 0.0121 | 2.06 |
Estimation Period:
Oct 9, 1997 to Apr 4, 2025
Oct 9, 1997 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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