Petropoulos Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.31% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1205 | 18.33 | |
| 0.2158 | 23.33 | |
| 0.9207 | 135.34 | |
| -0.0284 | -4.60 |
Estimation Period:
Sep 7, 2001 to Feb 13, 2026
Sep 7, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Petropoulos Sa Analyses
Other EGARCH Analyses on International Equities