Comp SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.05% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2041 | 17.42 | |
| 0.2252 | 27.41 | |
| 0.8751 | 116.17 | |
| -0.0414 | -5.38 |
Estimation Period:
Jan 20, 2005 to Feb 6, 2026
Jan 20, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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