Datawalk Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:96.22% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2874 | 8.59 | |
| 0.2194 | 10.52 | |
| 0.9093 | 85.60 | |
| 0.0023 | 0.13 |
Estimation Period:
Mar 3, 2021 to Feb 13, 2026
Mar 3, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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