Towellers Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.09% (-4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1411 | 23.54 | |
| 0.2374 | 37.31 | |
| 0.9511 | 334.06 | |
| -0.0081 | -1.79 |
Estimation Period:
Aug 5, 1996 to Feb 6, 2026
Aug 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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