Erbud Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.03% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2333 | 6.12 | |
| 0.2097 | 11.72 | |
| 0.9012 | 49.94 | |
| 0.0008 | 0.04 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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