Amica Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.57% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 15.60 | |
| 0.1191 | 32.16 | |
| 0.9815 | 854.20 | |
| -0.0264 | -6.36 |
Estimation Period:
Oct 13, 1997 to Feb 13, 2026
Oct 13, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities