Bg T&A Co EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.34% (-6.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2170 | 15.04 | |
| 0.3781 | 27.11 | |
| 0.9261 | 182.77 | |
| -0.0241 | -2.73 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities