Spencers Retail Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:75.43% (+3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0975 | 8.69 | |
| 0.1407 | 12.68 | |
| 0.9614 | 196.80 | |
| 0.0056 | 0.54 |
Estimation Period:
Jan 25, 2019 to Feb 6, 2026
Jan 25, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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