Fisco Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.94% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3073 | 23.31 | |
| 0.4548 | 36.37 | |
| 0.9056 | 228.85 | |
| 0.0247 | 2.01 |
Estimation Period:
Jun 14, 2006 to Feb 13, 2026
Jun 14, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities