S&P International Holding Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.81% (+8.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2714 | 6.94 | |
| 0.1546 | 8.57 | |
| 0.9167 | 76.82 | |
| 0.0700 | 6.23 |
Estimation Period:
Jul 11, 2017 to Feb 6, 2026
Jul 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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