Sims Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.05% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 10.92 | |
| 0.0652 | 24.81 | |
| 0.9910 | 1,202.65 | |
| -0.0166 | -7.09 |
Estimation Period:
Nov 25, 1991 to Feb 20, 2026
Nov 25, 1991 to Feb 20, 2026
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