Romi Sa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.97% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4149 | 9.61 | |
| 0.2041 | 21.87 | |
| 0.8148 | 40.41 | |
| -0.0013 | -0.13 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
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