Azevedo E Travassos Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:79.05% (-4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1864 | 6.05 | |
| 0.1816 | 7.15 | |
| 0.9548 | 115.03 | |
| 0.0332 | 2.87 |
Estimation Period:
May 23, 2011 to Feb 13, 2026
May 23, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Azevedo E Travassos Sa Analyses
Other EGARCH Analyses on International Equities