Eg Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.44% (-6.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3296 | 18.96 | |
| 0.3629 | 45.97 | |
| 0.8879 | 143.60 | |
| 0.0100 | 1.16 |
Estimation Period:
Jan 26, 2001 to Feb 6, 2026
Jan 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities