Marsons Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.62% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4029 | 7.51 | |
| 0.2828 | 32.13 | |
| 0.8418 | 38.98 | |
| 0.0149 | 1.63 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
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