TP EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.14% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1149 | 25.29 | |
| 0.2403 | 43.17 | |
| 0.9557 | 492.90 | |
| 0.0248 | 4.74 |
Estimation Period:
Dec 27, 1994 to Jan 30, 2026
Dec 27, 1994 to Jan 30, 2026
News Impact Curve
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