Salmar Asa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.56% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 9.42 | |
| 0.1123 | 26.90 | |
| 0.9888 | 871.94 | |
| -0.0502 | -9.82 |
Estimation Period:
May 17, 2007 to Feb 6, 2026
May 17, 2007 to Feb 6, 2026
News Impact Curve
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