Sword Group EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.28% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 11.59 | |
| 0.1098 | 26.69 | |
| 0.9817 | 654.92 | |
| -0.0338 | -6.89 |
Estimation Period:
Mar 13, 2002 to Feb 6, 2026
Mar 13, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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