Optima Bank S A EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.86% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1068 | 6.90 | |
| 0.2733 | 12.76 | |
| 0.9466 | 122.66 | |
| 0.1246 | 4.17 |
Estimation Period:
Dec 22, 2023 to Feb 6, 2026
Dec 22, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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