Pershing Square Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.03% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 3.98 | |
| 0.0629 | 4.07 | |
| 0.9590 | 254.05 | |
| -0.0714 | -8.51 |
Estimation Period:
Oct 28, 2014 to Feb 6, 2026
Oct 28, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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