Ab Sa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.04% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 10.88 | |
| 0.0710 | 21.92 | |
| 0.9901 | 901.77 | |
| -0.0122 | -4.02 |
Estimation Period:
Oct 5, 2006 to Feb 6, 2026
Oct 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities