G-Devs SA EGARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
79.15%
increased by 9.67%
1 Week
91.47%
increased by 21.99%
1 Month
98.66%
increased by 29.18%
Analysis last updated: Friday, June 26, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6203 | 15.23 | |
| 0.7373 | 19.96 | |
| 0.5622 | 20.12 | |
| 0.1127 | 3.38 |
Estimation Period:
Nov 4, 2024 to Jun 19, 2026
Nov 4, 2024 to Jun 19, 2026
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