Brand 24 Sa EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.56% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 4.42 | |
| 0.1118 | 19.59 | |
| 0.9878 | 388.89 | |
| -0.0624 | -6.73 |
Estimation Period:
Jan 30, 2018 to Jan 30, 2026
Jan 30, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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