Webstep ASA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.87% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1140 | 10.68 | |
| 0.2244 | 14.25 | |
| 0.9294 | 134.46 | |
| 0.0065 | 0.46 |
Estimation Period:
Oct 7, 2021 to Feb 6, 2026
Oct 7, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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