Momentum Group Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.17% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4508 | 6.53 | |
| 0.2488 | 18.57 | |
| 0.6517 | 12.04 | |
| -0.0123 | -0.88 |
Estimation Period:
Sep 28, 2001 to Feb 6, 2026
Sep 28, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Momentum Group Limited Analyses
Other EGARCH Analyses on International Equities