Cogra 48 Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.02% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1196 | 19.82 | |
| 0.2320 | 27.60 | |
| 0.9361 | 278.35 | |
| 0.0020 | 0.15 |
Estimation Period:
Nov 25, 2011 to Feb 13, 2026
Nov 25, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities