Centrum Capital Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.15% (-4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5510 | 27.28 | |
| 0.3875 | 37.84 | |
| 0.7635 | 87.91 | |
| -0.0120 | -1.44 |
Estimation Period:
Oct 17, 2007 to Feb 13, 2026
Oct 17, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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