Ab Ignitis Grupe EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.53% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 1.85 | |
| 0.1746 | 12.61 | |
| 0.9704 | 229.35 | |
| 0.0268 | 2.80 |
Estimation Period:
Oct 7, 2020 to Feb 6, 2026
Oct 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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