Ab Ignitis Grupe EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.11% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2266 | 18.20 | |
| 0.4078 | 17.28 | |
| 0.1147 | 2.67 | |
| 0.2130 | 8.60 |
Estimation Period:
Sep 28, 2022 to Jan 23, 2026
Sep 28, 2022 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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