PNE AG EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.69% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 14.06 | |
| 0.1382 | 26.33 | |
| 0.9871 | 915.65 | |
| -0.0263 | -6.29 |
Estimation Period:
Dec 16, 1998 to Feb 6, 2026
Dec 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities