Alisa Bank Plc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.24% (-6.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1654 | 16.83 | |
| 0.3828 | 31.09 | |
| 0.9074 | 186.71 | |
| -0.0163 | -1.33 |
Estimation Period:
Dec 2, 2015 to Feb 6, 2026
Dec 2, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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