Cross Cat Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.55% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1679 | 19.02 | |
| 0.2171 | 24.44 | |
| 0.9380 | 289.58 | |
| 0.0564 | 5.83 |
Estimation Period:
Jun 20, 2002 to Feb 10, 2026
Jun 20, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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