Protektor Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.56% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 5.74 | |
| 0.1143 | 7.76 | |
| 0.9872 | 327.22 | |
| 0.0045 | 0.53 |
Estimation Period:
May 13, 2009 to Feb 13, 2026
May 13, 2009 to Feb 13, 2026
News Impact Curve
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