KBC Ancora EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.97% (+2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 14.66 | |
| 0.2336 | 43.65 | |
| 0.9765 | 786.85 | |
| -0.0656 | -13.88 |
Estimation Period:
Apr 4, 2001 to Jan 30, 2026
Apr 4, 2001 to Jan 30, 2026
News Impact Curve
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