Duni Ab EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:14.17% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 4.71 | |
| 0.0777 | 7.72 | |
| 0.9850 | 422.75 | |
| -0.0414 | -5.13 |
Estimation Period:
Apr 8, 2010 to May 30, 2025
Apr 8, 2010 to May 30, 2025
News Impact Curve
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