Teract S A EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.62% (-9.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4353 | 13.00 | |
| 0.2221 | 8.37 | |
| 0.8493 | 69.34 | |
| 0.0742 | 3.15 |
Estimation Period:
Dec 9, 2020 to Feb 6, 2026
Dec 9, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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