Passus S.A. EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:84.91% (-13.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1672 | 5.27 | |
| 0.3408 | 14.63 | |
| 0.5890 | 7.56 | |
| 0.0380 | 1.65 |
Estimation Period:
May 18, 2021 to Feb 6, 2026
May 18, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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