Capex Sa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.56% (-3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4059 | 16.26 | |
| 0.2704 | 28.09 | |
| 0.8344 | 77.58 | |
| -0.0306 | -4.22 |
Estimation Period:
Feb 13, 1995 to Feb 6, 2026
Feb 13, 1995 to Feb 6, 2026
News Impact Curve
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