Chernomorski Hldg EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:109.42% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 4.63 | |
| 0.0461 | 8.80 | |
| 0.9887 | 453.33 | |
| 0.0325 | 5.06 |
Estimation Period:
Nov 20, 2006 to Jan 1, 2026
Nov 20, 2006 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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