Digi Communication EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.23% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1136 | 7.19 | |
| 0.2268 | 11.75 | |
| 0.8617 | 45.02 | |
| -0.0526 | -3.85 |
Estimation Period:
May 16, 2017 to Feb 6, 2026
May 16, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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