Toplivo-Sofia JSC EGARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:976.13% (+920.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0649 | 9.76 | |
| 0.2624 | 17.75 | |
| 0.2619 | 3.41 | |
| 0.0378 | 2.43 |
Estimation Period:
Oct 31, 2006 to Jan 1, 2026
Oct 31, 2006 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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