Prime Securities Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.29% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 7.55 | |
| 0.0615 | 14.26 | |
| 0.9972 | 2,340.91 | |
| -0.0146 | -6.73 |
Estimation Period:
Apr 3, 1995 to Feb 6, 2026
Apr 3, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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