SPC SAMLIP EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.75% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 22.13 | |
| 0.2342 | 47.89 | |
| 0.9793 | 861.32 | |
| 0.0143 | 3.47 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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