Cafom SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.65% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2297 | 19.88 | |
| 0.3017 | 29.58 | |
| 0.8914 | 130.65 | |
| -0.0330 | -3.10 |
Estimation Period:
Jan 26, 2005 to Feb 6, 2026
Jan 26, 2005 to Feb 6, 2026
News Impact Curve
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