Action Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.51% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 12.93 | |
| 0.1734 | 23.87 | |
| 0.9844 | 672.86 | |
| -0.0281 | -3.99 |
Estimation Period:
Aug 24, 2006 to Feb 13, 2026
Aug 24, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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