EFC 1 Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.04% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0665 | 15.15 | |
| 0.1321 | 20.54 | |
| 0.9820 | 635.20 | |
| -0.0031 | -0.19 |
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Jan 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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