Vintage Securities Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.02% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1012 | 10.53 | |
| 0.1891 | 19.79 | |
| 0.9577 | 303.95 | |
| -0.0165 | -0.64 |
Estimation Period:
Oct 14, 2013 to Jan 30, 2026
Oct 14, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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