Burford Capital Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.01% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8441 | 9.45 | |
| 0.1950 | 12.51 | |
| 0.5500 | 11.90 | |
| 0.1338 | 5.88 |
Estimation Period:
Oct 19, 2020 to Feb 6, 2026
Oct 19, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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