Pinetree Capital Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.37% (+7.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0887 | 14.16 | |
| 0.1705 | 36.39 | |
| 0.9783 | 663.72 | |
| -0.0211 | -3.27 |
Estimation Period:
Dec 16, 1999 to Feb 6, 2026
Dec 16, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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