Credito Emiliano SpA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.26% (+3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 13.34 | |
| 0.1021 | 13.01 | |
| 0.9861 | 1,052.41 | |
| -0.0395 | -10.23 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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