Ninety ONE Group EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.72% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8080 | 5.32 | |
| 0.3239 | 13.20 | |
| 0.5082 | 5.32 | |
| 0.1107 | 5.17 |
Estimation Period:
Jan 7, 2021 to Feb 6, 2026
Jan 7, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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