WAM Capital Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.45% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 21.05 | |
| 0.1862 | 30.82 | |
| 0.9582 | 390.33 | |
| -0.0210 | -3.13 |
Estimation Period:
Aug 12, 1999 to Feb 6, 2026
Aug 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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