Dye & Durham Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:121.07% (-6.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0845 | 5.87 | |
| 0.1611 | 18.61 | |
| 0.9758 | 212.18 | |
| -0.0399 | -5.18 |
Estimation Period:
Jul 17, 2020 to Dec 12, 2025
Jul 17, 2020 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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