Systems Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.96% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0751 | 8.70 | |
| 0.1162 | 15.58 | |
| 0.9612 | 177.27 | |
| 0.0101 | 1.61 |
Estimation Period:
Feb 6, 2015 to Feb 6, 2026
Feb 6, 2015 to Feb 6, 2026
News Impact Curve
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