CIC Group JSC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.09% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1712 | 13.07 | |
| 0.2684 | 21.62 | |
| 0.9225 | 151.13 | |
| -0.0442 | -4.10 |
Estimation Period:
Mar 25, 2020 to Feb 13, 2026
Mar 25, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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