GWA Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.02% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 11.29 | |
| 0.0720 | 12.66 | |
| 0.9874 | 887.16 | |
| -0.0075 | -2.51 |
Estimation Period:
May 20, 1993 to Feb 6, 2026
May 20, 1993 to Feb 6, 2026
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