Capital Alliance Plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.71% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1121 | 3.28 | |
| 0.1073 | 5.27 | |
| 0.9599 | 77.46 | |
| 0.0266 | 1.48 |
Estimation Period:
Dec 15, 2021 to Feb 13, 2026
Dec 15, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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