Omer S.P.A EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.87% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1463 | 7.06 | |
| 0.1604 | 12.11 | |
| 0.9143 | 70.53 | |
| -0.0253 | -1.74 |
Estimation Period:
Aug 4, 2021 to Feb 6, 2026
Aug 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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