Vrg Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.33% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 16.10 | |
| 0.1672 | 32.43 | |
| 0.9836 | 832.12 | |
| -0.0132 | -2.81 |
Estimation Period:
Dec 31, 1993 to Feb 6, 2026
Dec 31, 1993 to Feb 6, 2026
News Impact Curve
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