Raigam Wayamba Salterns EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.63% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4585 | 20.57 | |
| 0.2733 | 26.94 | |
| 0.8223 | 88.08 | |
| -0.0023 | -0.15 |
Estimation Period:
Apr 29, 2010 to Feb 13, 2026
Apr 29, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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