Ac Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.20% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1815 | 10.16 | |
| 0.1924 | 20.39 | |
| 0.8551 | 66.73 | |
| -0.0567 | -5.28 |
Estimation Period:
Aug 11, 2011 to Feb 13, 2026
Aug 11, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities