Igi Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.62% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2258 | 26.39 | |
| 0.2669 | 40.82 | |
| 0.8770 | 179.49 | |
| 0.0015 | 0.29 |
Estimation Period:
Sep 5, 2001 to Feb 6, 2026
Sep 5, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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