ARC Finance Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.89% (-4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3249 | 23.74 | |
| 0.3960 | 31.55 | |
| 0.8430 | 134.24 | |
| -0.0018 | -0.21 |
Estimation Period:
Oct 21, 2016 to Feb 13, 2026
Oct 21, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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