Embelton Limited GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:36.00% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0694 | 3.52 | |
| 0.1076 | 9.87 | |
| 0.8924 | 77.96 |
Estimation Period:
Jan 15, 1996 to Jan 9, 2026
Jan 15, 1996 to Jan 9, 2026
News Impact Curve
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