Purple Biotech Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:55.12% (-3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3816 | 11.15 | |
| 0.3489 | 14.98 | |
| 0.8982 | 88.63 | |
| 0.0384 | 2.23 |
Estimation Period:
Nov 20, 2015 to Feb 13, 2026
Nov 20, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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