Modern Steels Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.14% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1882 | 24.84 | |
| 0.3034 | 39.36 | |
| 0.9321 | 310.50 | |
| -0.0107 | -1.06 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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