Ab Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.22% (+8.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2840 | 9.72 | |
| 0.2375 | 14.82 | |
| 0.8330 | 45.33 | |
| -0.0329 | -2.48 |
Estimation Period:
Apr 1, 2021 to Feb 6, 2026
Apr 1, 2021 to Feb 6, 2026
News Impact Curve
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