Repco Home Finance Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.67% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1085 | 13.69 | |
| 0.1723 | 18.45 | |
| 0.9492 | 233.91 | |
| -0.0262 | -2.92 |
Estimation Period:
Apr 15, 2013 to Feb 6, 2026
Apr 15, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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