PRA Group Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.77% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0721 | 9.47 | |
| 0.1826 | 12.51 | |
| 0.9731 | 275.73 | |
| -0.0407 | -3.01 |
Estimation Period:
Nov 8, 2002 to Feb 6, 2026
Nov 8, 2002 to Feb 6, 2026
News Impact Curve
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