Auxilia SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:98.14% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1468 | 5.99 | |
| 0.1148 | 7.61 | |
| 0.9661 | 160.33 | |
| 0.0123 | 0.92 |
Estimation Period:
Jan 22, 2016 to Feb 13, 2026
Jan 22, 2016 to Feb 13, 2026
News Impact Curve
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