WAM Active Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.75% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 12.56 | |
| 0.1445 | 22.35 | |
| 0.9655 | 274.52 | |
| -0.0095 | -1.15 |
Estimation Period:
Jan 11, 2008 to Feb 6, 2026
Jan 11, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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