Stef SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.94% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1176 | 27.80 | |
| 0.2537 | 36.81 | |
| 0.9051 | 233.04 | |
| -0.0383 | -5.55 |
Estimation Period:
Jun 29, 1998 to Feb 6, 2026
Jun 29, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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