Compagnia DEI Caraibi S.P.A. EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:92.36% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1029 | 10.27 | |
| 0.2642 | 9.39 | |
| 0.9770 | 257.45 | |
| -0.0131 | -0.66 |
Estimation Period:
Sep 13, 2021 to Feb 6, 2026
Sep 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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