CFG Bank SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.12% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3640 | 6.21 | |
| 0.2895 | 10.99 | |
| 0.5776 | 10.88 | |
| 0.1249 | 5.22 |
Estimation Period:
Dec 18, 2023 to Feb 6, 2026
Dec 18, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities