Infra SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:80.42% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5403 | 17.80 | |
| 0.2528 | 23.56 | |
| 0.8704 | 114.14 | |
| 0.0324 | 2.67 |
Estimation Period:
Jun 23, 2015 to Feb 6, 2026
Jun 23, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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