Altus Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.78% (-3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2176 | 16.85 | |
| 0.3342 | 33.95 | |
| 0.8791 | 121.57 | |
| -0.0966 | -8.85 |
Estimation Period:
May 19, 2005 to Feb 6, 2026
May 19, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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