Massy Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.42% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 15.31 | |
| 0.1892 | 15.28 | |
| 0.9400 | 184.93 | |
| -0.0238 | -3.02 |
Estimation Period:
Jan 23, 2006 to Feb 6, 2026
Jan 23, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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