Prime Focus EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.67% (-6.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2325 | 19.47 | |
| 0.2912 | 34.79 | |
| 0.9190 | 216.23 | |
| -0.0223 | -2.72 |
Estimation Period:
Jul 5, 2007 to Feb 6, 2026
Jul 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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