Old Mutual Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.27% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 5.58 | |
| 0.0947 | 29.88 | |
| 0.9905 | 1,068.55 | |
| -0.0547 | -16.51 |
Estimation Period:
Jul 12, 1999 to Feb 6, 2026
Jul 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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