Demisas Dokum Emaye EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.82% (-6.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2103 | 30.01 | |
| 0.3452 | 47.24 | |
| 0.9193 | 317.44 | |
| 0.0240 | 3.17 |
Estimation Period:
Jul 28, 1997 to Feb 6, 2026
Jul 28, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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