Plaza S.A EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.57% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 12.63 | |
| 0.2342 | 21.63 | |
| 0.9814 | 717.42 | |
| -0.0524 | -5.07 |
Estimation Period:
Jul 27, 2018 to Feb 6, 2026
Jul 27, 2018 to Feb 6, 2026
News Impact Curve
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