Litigation Capital Management Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:79.22% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 4.47 | |
| 0.0849 | 11.33 | |
| 0.9912 | 471.76 | |
| -0.0443 | -4.71 |
Estimation Period:
Dec 19, 2018 to Feb 6, 2026
Dec 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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