Egide SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.63% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6952 | 27.59 | |
| 0.2713 | 17.67 | |
| 0.6465 | 73.83 | |
| -0.0231 | -1.04 |
Estimation Period:
Jun 11, 1999 to Feb 6, 2026
Jun 11, 1999 to Feb 6, 2026
News Impact Curve
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