Renalytix PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:77.63% (+8.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1315 | 12.83 | |
| 0.4353 | 27.48 | |
| 0.3588 | 7.35 | |
| 0.0213 | 1.03 |
Estimation Period:
Nov 6, 2018 to Feb 6, 2026
Nov 6, 2018 to Feb 6, 2026
News Impact Curve
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