Pacific Petroleum Transporta EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.25% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0875 | 8.88 | |
| 0.1772 | 12.86 | |
| 0.9427 | 132.47 | |
| 0.0022 | 0.16 |
Estimation Period:
Jan 17, 2023 to Feb 6, 2026
Jan 17, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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