Master Trust Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.69% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2734 | 7.61 | |
| 0.1303 | 10.46 | |
| 0.9208 | 84.06 | |
| -0.0095 | -0.86 |
Estimation Period:
Apr 25, 1995 to Feb 6, 2026
Apr 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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