Cig Pannonia Life Insurance EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.11% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1846 | 16.02 | |
| 0.2870 | 27.36 | |
| 0.8982 | 127.24 | |
| -0.0078 | -0.73 |
Estimation Period:
Nov 9, 2010 to Feb 6, 2026
Nov 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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