Banco Davivienda SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.55% (+5.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 12.81 | |
| 0.1594 | 25.57 | |
| 0.9675 | 457.24 | |
| -0.0430 | -5.41 |
Estimation Period:
Oct 5, 2010 to Feb 6, 2026
Oct 5, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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