Rural Funds Trust EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.53% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0794 | 10.99 | |
| 0.2234 | 18.66 | |
| 0.9218 | 140.83 | |
| -0.0169 | -1.06 |
Estimation Period:
Feb 14, 2014 to Feb 6, 2026
Feb 14, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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