Sparinvest - Index Sektor IN EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.03% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0032 | -0.12 | |
| 0.0797 | 4.91 | |
| 0.9319 | 59.00 | |
| -0.1686 | -12.74 |
Estimation Period:
Jan 25, 2021 to Feb 6, 2026
Jan 25, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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