Eastern Tobacco EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:35.27% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2693 | 20.47 | |
| 0.3204 | 34.19 | |
| 0.8445 | 97.43 | |
| -0.0048 | -0.59 |
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Sep 30, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Eastern Tobacco Analyses
Other EGARCH Analyses on International Equities