Lpp Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.52% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0660 | 7.54 | |
| 0.1195 | 14.21 | |
| 0.9743 | 331.50 | |
| -0.0467 | -3.63 |
Estimation Period:
Jan 8, 2018 to Feb 6, 2026
Jan 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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