Old Mutual Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.17% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 2.80 | |
| 0.0754 | 12.20 | |
| 0.9897 | 538.75 | |
| -0.0612 | -8.37 |
Estimation Period:
Jun 25, 2018 to Feb 6, 2026
Jun 25, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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