Prim SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.00% (+3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1122 | 7.63 | |
| 0.1929 | 14.41 | |
| 0.9301 | 78.59 | |
| 0.0150 | 1.86 |
Estimation Period:
May 3, 1993 to Feb 6, 2026
May 3, 1993 to Feb 6, 2026
News Impact Curve
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