Cambuci Sa EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.21% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6423 | 1.60 | |
| 0.1669 | 4.94 | |
| 0.6721 | 3.27 | |
| 0.0397 | 2.10 |
Estimation Period:
Dec 23, 2019 to Feb 6, 2026
Dec 23, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities