One SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:74.15% (+3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4075 | 15.54 | |
| 0.2401 | 22.75 | |
| 0.8869 | 109.29 | |
| 0.0265 | 2.81 |
Estimation Period:
Jan 19, 2010 to Jan 30, 2026
Jan 19, 2010 to Jan 30, 2026
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