Peet Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.71% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1222 | 20.63 | |
| 0.2202 | 20.84 | |
| 0.9307 | 269.83 | |
| -0.0205 | -2.22 |
Estimation Period:
Aug 5, 2004 to Feb 6, 2026
Aug 5, 2004 to Feb 6, 2026
News Impact Curve
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