Pro-Pac Packaging Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, August 28th, 2025:104.00% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 1.07 | |
| 0.0456 | 17.95 | |
| 0.9962 | 316.66 | |
| -0.0756 | -15.37 |
Estimation Period:
Apr 27, 2005 to Aug 8, 2025
Apr 27, 2005 to Aug 8, 2025
News Impact Curve
Volatility Forecasts
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