TP EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.64% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1147 | 25.31 | |
| 0.2401 | 43.16 | |
| 0.9558 | 493.70 | |
| 0.0246 | 4.70 |
Estimation Period:
Dec 27, 1994 to Feb 13, 2026
Dec 27, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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