Ctac NV EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
35.03%
decreased by 2.87%
1 Week
34.94%
decreased by 2.96%
1 Month
34.75%
decreased by 3.15%
Analysis last updated: Wednesday, June 17, 2026 at 07:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1531 | 5.79 | |
| 0.0134 | 0.61 | |
| 0.9016 | 71.39 | |
| 0.1967 | 6.93 |
Estimation Period:
Dec 26, 2025 to Jun 12, 2026
Dec 26, 2025 to Jun 12, 2026
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