Sogb SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.31% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3333 | 13.77 | |
| 0.2537 | 21.23 | |
| 0.8678 | 83.30 | |
| -0.0258 | -2.47 |
Estimation Period:
Dec 29, 2003 to Feb 13, 2026
Dec 29, 2003 to Feb 13, 2026
News Impact Curve
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