Insignia Financial Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.42% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 12.33 | |
| 0.1060 | 25.83 | |
| 0.9914 | 1,103.99 | |
| -0.0202 | -5.64 |
Estimation Period:
Dec 5, 2003 to Feb 6, 2026
Dec 5, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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