OCI NV EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.37% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2248 | 6.39 | |
| 0.1515 | 9.52 | |
| 0.8926 | 53.19 | |
| -0.0136 | -0.71 |
Estimation Period:
Jan 25, 2013 to Feb 6, 2026
Jan 25, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities