Tetragon Financial Group Ltd/Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.23% (+4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 19.81 | |
| 0.2011 | 24.67 | |
| 0.9864 | 890.23 | |
| -0.0000 | -0.01 |
Estimation Period:
Apr 19, 2007 to Feb 6, 2026
Apr 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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