Compremum S A EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:61.01% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 1.83 | |
| 0.0427 | 16.42 | |
| 0.9976 | 665.09 | |
| -0.0361 | -12.04 |
Estimation Period:
Jul 21, 2009 to Feb 6, 2026
Jul 21, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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