Vetropack Ag EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.28% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 9.81 | |
| 0.1213 | 22.70 | |
| 0.9827 | 551.17 | |
| -0.0420 | -9.37 |
Estimation Period:
Jun 7, 1993 to Feb 6, 2026
Jun 7, 1993 to Feb 6, 2026
News Impact Curve
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