EKO Export SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:2.07% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 5.67 | |
| 0.0896 | 7.21 | |
| 0.9977 | 1,113.50 | |
| -0.0313 | -6.39 |
Estimation Period:
Jul 15, 2009 to May 30, 2025
Jul 15, 2009 to May 30, 2025
News Impact Curve
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