Integrafin Holding EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.24% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7075 | 12.14 | |
| 0.3471 | 14.33 | |
| 0.5763 | 17.02 | |
| -0.0951 | -4.39 |
Estimation Period:
May 6, 2020 to Feb 6, 2026
May 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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