Pnb Gilts Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.49% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2162 | 19.82 | |
| 0.2889 | 26.88 | |
| 0.8993 | 171.01 | |
| 0.0743 | 7.66 |
Estimation Period:
Apr 11, 2007 to Feb 13, 2026
Apr 11, 2007 to Feb 13, 2026
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