Micro-X Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.72% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2004 | 10.42 | |
| 0.1586 | 17.92 | |
| 0.9415 | 165.93 | |
| -0.0402 | -2.80 |
Estimation Period:
Dec 22, 2015 to Feb 6, 2026
Dec 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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