Mps Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.93% (-3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1686 | 20.69 | |
| 0.2228 | 28.00 | |
| 0.9283 | 248.81 | |
| 0.0274 | 4.32 |
Estimation Period:
Mar 10, 2003 to Feb 6, 2026
Mar 10, 2003 to Feb 6, 2026
News Impact Curve
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