OZE Capital SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:70.11% (-5.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4136 | 17.10 | |
| 0.2593 | 21.65 | |
| 0.8890 | 125.61 | |
| -0.0467 | -4.67 |
Estimation Period:
Dec 23, 2010 to Jan 23, 2026
Dec 23, 2010 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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