TZ Limited EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:87.82% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 3.29 | |
| 0.0592 | 14.31 | |
| 0.9967 | 927.16 | |
| -0.0437 | -9.87 |
Estimation Period:
Jan 2, 1996 to Jan 30, 2026
Jan 2, 1996 to Jan 30, 2026
News Impact Curve
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