Morphic Ethical Equities Fund Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.01% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1311 | 10.90 | |
| 0.1712 | 9.83 | |
| 0.8894 | 79.45 | |
| -0.0281 | -1.30 |
Estimation Period:
May 3, 2017 to Feb 6, 2026
May 3, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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