Aubay Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.07% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 2.11 | |
| 0.0312 | 6.42 | |
| 0.9796 | 218.13 | |
| -0.0668 | -7.11 |
Estimation Period:
Jun 12, 2009 to Feb 13, 2026
Jun 12, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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