CL8 Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:1.02% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 9.06 | |
| 0.1673 | 38.62 | |
| 0.9973 | 1,268.81 | |
| -0.1194 | -20.48 |
Estimation Period:
Sep 25, 1996 to May 30, 2025
Sep 25, 1996 to May 30, 2025
News Impact Curve
Volatility Forecasts
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