Riskmonster.Com EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.91% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1328 | 17.75 | |
| 0.2987 | 40.19 | |
| 0.9444 | 271.69 | |
| 0.0108 | 1.30 |
Estimation Period:
Mar 28, 2005 to Feb 13, 2026
Mar 28, 2005 to Feb 13, 2026
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