Cembre SPA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.84% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2241 | 6.99 | |
| 0.2803 | 14.23 | |
| 0.8060 | 28.51 | |
| -0.0942 | -4.36 |
Estimation Period:
Dec 8, 2023 to Feb 6, 2026
Dec 8, 2023 to Feb 6, 2026
News Impact Curve
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