Mpact Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.25% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1372 | 16.81 | |
| 0.2527 | 23.56 | |
| 0.9311 | 211.17 | |
| -0.0311 | -3.03 |
Estimation Period:
Jul 11, 2011 to Feb 6, 2026
Jul 11, 2011 to Feb 6, 2026
News Impact Curve
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