Waberer'S EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.04% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2749 | 12.30 | |
| 0.2992 | 17.29 | |
| 0.8752 | 76.29 | |
| 0.0291 | 1.91 |
Estimation Period:
Jul 6, 2017 to Feb 13, 2026
Jul 6, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities