Porr Ag EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.78% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1178 | 17.15 | |
| 0.1816 | 17.20 | |
| 0.9449 | 264.98 | |
| -0.0213 | -1.73 |
Estimation Period:
Jul 17, 1991 to Feb 6, 2026
Jul 17, 1991 to Feb 6, 2026
News Impact Curve
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