Modern Shares And Stockbroke EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.44% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2257 | 29.67 | |
| 0.2787 | 44.23 | |
| 0.9103 | 263.47 | |
| -0.0055 | -0.38 |
Estimation Period:
Nov 5, 2008 to Feb 6, 2026
Nov 5, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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