Carpenter Tan Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.40% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1517 | 17.42 | |
| 0.3321 | 29.78 | |
| 0.8764 | 123.24 | |
| -0.0016 | -0.18 |
Estimation Period:
Dec 29, 2009 to Feb 6, 2026
Dec 29, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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