Esotiq & Henderson Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.57% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1534 | 10.46 | |
| 0.1497 | 13.53 | |
| 0.9480 | 175.72 | |
| -0.0245 | -2.28 |
Estimation Period:
Jul 26, 2011 to Feb 6, 2026
Jul 26, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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