Consensus Asset Management EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:72.13% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5797 | 7.55 | |
| 0.1811 | 10.48 | |
| 0.8313 | 32.78 | |
| -0.0583 | -2.49 |
Estimation Period:
Jun 2, 2021 to Jan 30, 2026
Jun 2, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Consensus Asset Management Analyses
Other EGARCH Analyses on International Equities