Taaza International Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:8.92% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0790 | 12.99 | |
| 0.1436 | 23.27 | |
| 0.9715 | 504.66 | |
| -0.0175 | -1.93 |
Estimation Period:
Sep 10, 2010 to May 30, 2025
Sep 10, 2010 to May 30, 2025
News Impact Curve
Volatility Forecasts
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