Dimand Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.75% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0976 | 8.37 | |
| 0.4240 | 21.53 | |
| 0.7782 | 38.07 | |
| -0.0488 | -2.65 |
Estimation Period:
Jul 6, 2022 to Feb 6, 2026
Jul 6, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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