Baikowski SAS EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.21% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.15 | |
| -0.0220 | -2.42 | |
| 0.9976 | 5,636.37 | |
| 0.0223 | 4.00 |
Estimation Period:
Jun 7, 2019 to Feb 13, 2026
Jun 7, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Baikowski SAS Analyses
Other EGARCH Analyses on International Equities