Frontier Capital Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.87% (+3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 4.59 | |
| 0.1830 | 15.62 | |
| 0.9728 | 386.48 | |
| 0.0451 | 9.81 |
Estimation Period:
Jul 4, 2000 to Feb 6, 2026
Jul 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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