Alfa Financial SOF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:62.16% (-8.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6356 | 9.97 | |
| 0.2714 | 17.01 | |
| 0.7427 | 27.77 | |
| 0.0264 | 1.23 |
Estimation Period:
Jun 1, 2017 to Feb 6, 2026
Jun 1, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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