Cosmax BTI Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.90% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0773 | 25.48 | |
| 0.2054 | 39.40 | |
| 0.9718 | 786.28 | |
| 0.0129 | 2.66 |
Estimation Period:
Feb 7, 2002 to Feb 13, 2026
Feb 7, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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