Lpp Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.03% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2728 | 17.40 | |
| 0.2552 | 26.13 | |
| 0.8500 | 96.24 | |
| -0.0252 | -3.11 |
Estimation Period:
Nov 6, 2002 to Feb 6, 2026
Nov 6, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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