Momentum Group Limited EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.38% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1546 | 17.92 | |
| 0.2585 | 30.97 | |
| 0.8981 | 139.14 | |
| -0.0062 | -0.87 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
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