Pexa Group Limited EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.50% (+11.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6899 | 7.62 | |
| 0.3959 | 14.86 | |
| 0.5293 | 8.54 | |
| -0.0003 | -0.01 |
Estimation Period:
Jul 1, 2021 to Feb 6, 2026
Jul 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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