Toya SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.95% (-3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4115 | 13.62 | |
| 0.3548 | 15.71 | |
| 0.8207 | 55.99 | |
| 0.0258 | 1.14 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
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