Arrival SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3,047.64% (-87.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 5.32 | |
| 0.0657 | 6.95 | |
| 0.9998 | 1,214.83 | |
| 0.0809 | 4.03 |
Estimation Period:
Dec 13, 2019 to Jan 23, 2026
Dec 13, 2019 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities