Datawalk Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:88.01% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3014 | 8.88 | |
| 0.2711 | 24.93 | |
| 0.9109 | 83.49 | |
| 0.0043 | 0.41 |
Estimation Period:
Aug 20, 2012 to Feb 6, 2026
Aug 20, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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