Pensana PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:85.50% (+13.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6359 | 13.59 | |
| 0.3138 | 18.99 | |
| 0.8171 | 59.21 | |
| 0.0041 | 0.28 |
Estimation Period:
Jul 6, 2020 to Feb 6, 2026
Jul 6, 2020 to Feb 6, 2026
News Impact Curve
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