Chrysalis Investments Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.39% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0681 | 14.35 | |
| 0.2138 | 19.13 | |
| 0.9732 | 550.43 | |
| -0.0341 | -3.77 |
Estimation Period:
Nov 6, 2018 to Feb 6, 2026
Nov 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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