Afyren Sas EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.57% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2019 | 13.56 | |
| 0.2905 | 18.85 | |
| 0.9288 | 150.12 | |
| 0.0291 | 1.89 |
Estimation Period:
Oct 1, 2021 to Feb 13, 2026
Oct 1, 2021 to Feb 13, 2026
News Impact Curve
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