Wawel Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.93% (-6.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5892 | 15.40 | |
| 0.4184 | 18.95 | |
| 0.4913 | 16.87 | |
| 0.1293 | 5.56 |
Estimation Period:
Apr 1, 2021 to Feb 13, 2026
Apr 1, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities