Excelsior Capital Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.07% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1330 | 15.15 | |
| 0.2022 | 24.03 | |
| 0.9544 | 280.30 | |
| -0.0507 | -7.34 |
Estimation Period:
Jan 3, 1996 to Feb 6, 2026
Jan 3, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Excelsior Capital Ltd Analyses
Other EGARCH Analyses on Closed-end Funds