Purple Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.79% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0547 | 14.71 | |
| 0.1577 | 25.97 | |
| 0.9909 | 1,208.45 | |
| -0.0261 | -2.95 |
Estimation Period:
Nov 18, 1998 to Feb 6, 2026
Nov 18, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purple Group Ltd Analyses
Other EGARCH Analyses on International Equities