Vienna Stock Exchange Austrian Traded Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.92% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 7.47 | |
| 0.1742 | 35.93 | |
| 0.9712 | 830.79 | |
| -0.0926 | -27.55 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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