Morozoff Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.43% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 19.93 | |
| 0.3060 | 39.52 | |
| 0.9632 | 526.65 | |
| -0.0566 | -6.72 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
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