Elis SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.62% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 6.10 | |
| 0.0952 | 10.07 | |
| 0.9810 | 565.72 | |
| -0.0617 | -8.58 |
Estimation Period:
Feb 10, 2015 to Feb 6, 2026
Feb 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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