Perenti Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.68% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 11.12 | |
| 0.1063 | 31.38 | |
| 0.9871 | 903.95 | |
| -0.0419 | -11.66 |
Estimation Period:
Feb 1, 1994 to Feb 6, 2026
Feb 1, 1994 to Feb 6, 2026
News Impact Curve
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