Unicap Modaraba EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:113.62% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4254 | 7.14 | |
| 0.1970 | 13.56 | |
| 0.9137 | 68.21 | |
| -0.0022 | -0.11 |
Estimation Period:
Apr 27, 2012 to Feb 6, 2026
Apr 27, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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