PriceSmart Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.40% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 17.10 | |
| 0.1627 | 30.84 | |
| 0.9718 | 516.09 | |
| -0.0079 | -1.61 |
Estimation Period:
Aug 28, 1997 to Feb 6, 2026
Aug 28, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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