Integrated Research Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.14% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2337 | 9.44 | |
| 0.1777 | 18.02 | |
| 0.9151 | 93.01 | |
| -0.0211 | -1.65 |
Estimation Period:
Dec 13, 2000 to Feb 13, 2026
Dec 13, 2000 to Feb 13, 2026
News Impact Curve
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