Gentian Diagnostic As EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.82% (+10.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3825 | 15.20 | |
| 0.4785 | 19.45 | |
| 0.3838 | 9.72 | |
| 0.0131 | 0.61 |
Estimation Period:
May 13, 2021 to Feb 6, 2026
May 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Gentian Diagnostic As Analyses
Other EGARCH Analyses on International Equities