Richard Pieris & Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.61% (+3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 17.94 | |
| 0.1459 | 27.49 | |
| 0.9828 | 778.14 | |
| 0.0163 | 2.74 |
Estimation Period:
Jan 11, 1990 to Feb 13, 2026
Jan 11, 1990 to Feb 13, 2026
News Impact Curve
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