Urteste S A EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:98.84% (-4.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1005 | 10.48 | |
| 0.2258 | 22.00 | |
| 0.9742 | 230.43 | |
| -0.0275 | -1.29 |
Estimation Period:
Oct 27, 2021 to Feb 6, 2026
Oct 27, 2021 to Feb 6, 2026
News Impact Curve
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