Sims Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.02% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 10.73 | |
| 0.0638 | 24.74 | |
| 0.9912 | 1,228.30 | |
| -0.0167 | -7.22 |
Estimation Period:
Nov 25, 1991 to Feb 13, 2026
Nov 25, 1991 to Feb 13, 2026
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