Blue River Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:97.10% (+4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0864 | 8.90 | |
| 0.1530 | 18.00 | |
| 0.9760 | 266.96 | |
| -0.0199 | -2.61 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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