Sec Carbon Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.39% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0865 | 22.98 | |
| 0.2062 | 33.80 | |
| 0.9660 | 578.78 | |
| -0.0158 | -2.49 |
Estimation Period:
Jan 22, 1999 to Jan 30, 2026
Jan 22, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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