TP EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:47.91% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1145 | 25.33 | |
| 0.2394 | 43.10 | |
| 0.9559 | 495.03 | |
| 0.0247 | 4.72 |
Estimation Period:
Dec 27, 1994 to Feb 20, 2026
Dec 27, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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