S&P Cote D'Iviore Broad Market Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.20% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0838 | -10.05 | |
| 0.3440 | 28.74 | |
| 0.7312 | 41.33 | |
| 0.0227 | 1.64 |
Estimation Period:
Jul 30, 2008 to Apr 4, 2025
Jul 30, 2008 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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