Property & Building Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:40.70% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 11.32 | |
| 0.0786 | 23.88 | |
| 0.9913 | 1,371.09 | |
| -0.0297 | -8.86 |
Estimation Period:
Jan 23, 1995 to Feb 12, 2026
Jan 23, 1995 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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