Text SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.33% (+8.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3969 | 17.54 | |
| 0.2669 | 22.94 | |
| 0.7946 | 66.33 | |
| -0.0276 | -1.57 |
Estimation Period:
Apr 11, 2014 to Feb 6, 2026
Apr 11, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities