HS Ad EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.96% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 22.30 | |
| 0.1908 | 38.69 | |
| 0.9765 | 733.69 | |
| -0.0063 | -1.13 |
Estimation Period:
Aug 11, 1999 to Feb 13, 2026
Aug 11, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities