Fgp Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:71.84% (-5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1334 | 28.72 | |
| 0.2175 | 51.04 | |
| 0.9615 | 672.88 | |
| -0.0042 | -0.80 |
Estimation Period:
Jun 11, 1997 to Feb 6, 2026
Jun 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities