Cerespo Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.01% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1323 | 15.15 | |
| 0.2398 | 28.62 | |
| 0.9593 | 311.35 | |
| 0.0342 | 3.52 |
Estimation Period:
Jan 20, 1995 to Feb 6, 2026
Jan 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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