Cheviot Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.06% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 5.98 | |
| 0.0894 | 17.39 | |
| 0.9812 | 361.15 | |
| 0.0390 | 5.62 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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