Vogo S.A EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:74.15% (-7.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1636 | 7.34 | |
| 0.1725 | 9.86 | |
| 0.9342 | 82.16 | |
| 0.0303 | 2.39 |
Estimation Period:
Nov 30, 2018 to Feb 6, 2026
Nov 30, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities