Stefanutti Stocks Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.25% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 5.30 | |
| 0.0723 | 26.89 | |
| 0.9979 | 1,633.16 | |
| -0.0461 | -12.69 |
Estimation Period:
Aug 3, 2007 to Feb 6, 2026
Aug 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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