Grupo Cibest SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:37.45% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 13.38 | |
| 0.1476 | 33.18 | |
| 0.9895 | 1,056.03 | |
| -0.0478 | -11.73 |
Estimation Period:
Jul 26, 1995 to Feb 13, 2026
Jul 26, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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