Vantiva Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:88.72% (-7.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1499 | 15.29 | |
| 0.2653 | 27.98 | |
| 0.9527 | 268.07 | |
| -0.0460 | -6.46 |
Estimation Period:
Jul 16, 2010 to Feb 6, 2026
Jul 16, 2010 to Feb 6, 2026
News Impact Curve
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