Retailors Ltd EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:37.63% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1644 | 8.46 | |
| 0.1972 | 13.60 | |
| 0.9148 | 91.18 | |
| -0.0461 | -5.12 |
Estimation Period:
May 19, 2021 to Feb 12, 2026
May 19, 2021 to Feb 12, 2026
News Impact Curve
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