Geotrans Sa EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:50.03% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 8.80 | |
| 0.0904 | 15.16 | |
| 0.9855 | 585.91 | |
| -0.0069 | -1.10 |
Estimation Period:
Aug 18, 2015 to Feb 6, 2026
Aug 18, 2015 to Feb 6, 2026
News Impact Curve
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