Rainbow Denim Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.57% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 4.61 | |
| 0.1077 | 9.73 | |
| 0.9936 | 456.18 | |
| -0.0120 | -1.13 |
Estimation Period:
Jul 3, 2012 to May 30, 2025
Jul 3, 2012 to May 30, 2025
News Impact Curve
Volatility Forecasts
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