Ytn EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.97% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2098 | 19.14 | |
| 0.3360 | 31.78 | |
| 0.9216 | 212.21 | |
| 0.0475 | 4.27 |
Estimation Period:
Aug 12, 2003 to Feb 6, 2026
Aug 12, 2003 to Feb 6, 2026
News Impact Curve
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