SBO AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.29% (+26.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1370 | 3.04 | |
| 0.3794 | 7.89 | |
| 0.9463 | 122.07 | |
| 0.1451 | 2.45 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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