Comp SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.90% (-22.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.76 | |
| -0.3202 | -3.00 | |
| -0.7627 | -22.02 | |
| 0.7670 | 5.49 |
Estimation Period:
May 12, 2025 to Feb 6, 2026
May 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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