Vienna Stock Exchange Austrian Traded Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.83% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 7.41 | |
| 0.1737 | 35.70 | |
| 0.9713 | 829.47 | |
| -0.0926 | -27.57 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices