Ph Capital Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.37% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3566 | 14.42 | |
| 0.3515 | 42.21 | |
| 0.8490 | 76.76 | |
| 0.0364 | 2.90 |
Estimation Period:
Mar 19, 2012 to Feb 6, 2026
Mar 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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