Mobius Investment Trust PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.68% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 12.72 | |
| 0.3043 | 29.09 | |
| 0.9369 | 289.25 | |
| -0.0657 | -6.60 |
Estimation Period:
Oct 1, 2018 to Feb 6, 2026
Oct 1, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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