LGI Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.23% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5828 | 5.96 | |
| 0.5591 | 10.16 | |
| 0.7510 | 21.20 | |
| -0.3089 | -5.02 |
Estimation Period:
Aug 23, 2024 to Feb 6, 2026
Aug 23, 2024 to Feb 6, 2026
News Impact Curve
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