Cmo Pcl EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.13% (-3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1556 | 14.73 | |
| 0.2070 | 25.22 | |
| 0.9515 | 265.18 | |
| 0.0508 | 6.78 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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