Computer Modelling Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.77% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 16.45 | |
| 0.1738 | 13.18 | |
| 0.9761 | 462.17 | |
| -0.0270 | -2.04 |
Estimation Period:
Mar 18, 1997 to Feb 6, 2026
Mar 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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