Clime Capital Ltd/fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.07% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 20.97 | |
| 0.2034 | 36.30 | |
| 0.9750 | 561.96 | |
| 0.0136 | 1.52 |
Estimation Period:
Feb 3, 2004 to Feb 6, 2026
Feb 3, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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