Cimentas EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.37% (+3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2233 | 23.82 | |
| 0.2848 | 36.92 | |
| 0.9120 | 286.35 | |
| 0.0618 | 3.75 |
Estimation Period:
Dec 30, 1994 to Jan 30, 2026
Dec 30, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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