Jr Holding Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.02% (+12.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5598 | 9.11 | |
| 0.5196 | 19.75 | |
| 0.4745 | 8.05 | |
| 0.0925 | 4.70 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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