Mo-Bruk Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.82% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1804 | 12.39 | |
| 0.1667 | 15.75 | |
| 0.9356 | 154.27 | |
| -0.0285 | -2.78 |
Estimation Period:
Aug 13, 2010 to Feb 6, 2026
Aug 13, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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