Midsummer Ab EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:127.96% (+4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1042 | 11.71 | |
| 0.1328 | 13.09 | |
| 0.9799 | 457.03 | |
| 0.0088 | 0.87 |
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Dec 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Midsummer Ab Analyses
Other EGARCH Analyses on International Equities