Waterco Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.40% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 6.57 | |
| 0.0514 | 16.10 | |
| 0.9938 | 961.14 | |
| -0.0154 | -3.39 |
Estimation Period:
Nov 1, 1996 to Feb 6, 2026
Nov 1, 1996 to Feb 6, 2026
News Impact Curve
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