LWSA SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.25% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0998 | 12.74 | |
| 0.1889 | 12.83 | |
| 0.9670 | 352.02 | |
| -0.0073 | -0.97 |
Estimation Period:
Feb 6, 2020 to Feb 6, 2026
Feb 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities