PPHE Hotel Group Limited EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.71% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 10.76 | |
| 0.1041 | 12.39 | |
| 0.9841 | 533.39 | |
| -0.0128 | -1.69 |
Estimation Period:
Jul 11, 2007 to Feb 6, 2026
Jul 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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