P E Analytics Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.84% (+6.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1235 | 24.23 | |
| 0.3279 | 17.02 | |
| -0.3555 | -6.52 | |
| 0.0068 | 0.32 |
Estimation Period:
Apr 4, 2022 to Jan 30, 2026
Apr 4, 2022 to Jan 30, 2026
News Impact Curve
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