Laboratorio Reig Jofre EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.61% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1599 | 17.25 | |
| 0.3245 | 23.25 | |
| 0.9194 | 168.48 | |
| 0.0278 | 1.83 |
Estimation Period:
Jul 1, 2019 to Jan 30, 2026
Jul 1, 2019 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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