Clinuvel Pharmaceuticals Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.65% (+5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0722 | 17.09 | |
| 0.1619 | 30.84 | |
| 0.9797 | 694.82 | |
| 0.0002 | 0.05 |
Estimation Period:
Feb 13, 2001 to Feb 6, 2026
Feb 13, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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