PIK Group PJSC EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.86% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0702 | 23.84 | |
| 0.3409 | 52.79 | |
| 0.9777 | 676.15 | |
| 0.0016 | 0.21 |
Estimation Period:
Jun 29, 2007 to May 30, 2025
Jun 29, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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