C&A Modas S A EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.66% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1162 | 9.83 | |
| 0.1733 | 16.12 | |
| 0.9608 | 257.46 | |
| -0.0489 | -5.34 |
Estimation Period:
Oct 28, 2019 to Feb 13, 2026
Oct 28, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities