Pc Direct EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.21% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1765 | 15.04 | |
| 0.2850 | 30.06 | |
| 0.9417 | 216.78 | |
| 0.0150 | 1.83 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
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