Redivium Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4.94% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1694 | 3.42 | |
| 0.2933 | 11.01 | |
| 0.9743 | 108.24 | |
| -0.0181 | -0.72 |
Estimation Period:
Dec 5, 2003 to May 30, 2025
Dec 5, 2003 to May 30, 2025
News Impact Curve
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