E7 Group PJSC EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:31.08% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4791 | 12.03 | |
| 0.3722 | 14.57 | |
| 0.7281 | 35.33 | |
| 0.0684 | 3.04 |
Estimation Period:
May 30, 2022 to Feb 6, 2026
May 30, 2022 to Feb 6, 2026
News Impact Curve
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