Rococo Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.45% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5030 | 10.82 | |
| 0.5292 | 12.30 | |
| 0.7561 | 31.96 | |
| 0.1285 | 3.78 |
Estimation Period:
Dec 20, 2023 to Feb 13, 2026
Dec 20, 2023 to Feb 13, 2026
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