ForteBank JSC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.72% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3223 | 8.74 | |
| 0.3584 | 15.38 | |
| 0.9234 | 80.66 | |
| 0.0272 | 1.49 |
Estimation Period:
May 16, 2016 to Feb 13, 2026
May 16, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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