Versabank EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.24% (+3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2012 | 7.43 | |
| 0.2622 | 17.04 | |
| 0.8763 | 46.19 | |
| -0.0326 | -2.51 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities