Valor Estate Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.16% (-8.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4246 | 17.02 | |
| 0.2550 | 22.43 | |
| 0.8370 | 87.44 | |
| 0.0113 | 1.09 |
Estimation Period:
Feb 24, 2010 to Feb 6, 2026
Feb 24, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Valor Estate Ltd Analyses
Other EGARCH Analyses on International Equities