Kruk Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.17% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1033 | 4.88 | |
| 0.1002 | 8.20 | |
| 0.9506 | 92.82 | |
| -0.0239 | -2.58 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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