Gmo Financial Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.23% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2104 | 21.93 | |
| 0.4192 | 31.72 | |
| 0.9007 | 197.57 | |
| 0.0546 | 5.27 |
Estimation Period:
Sep 19, 2008 to Feb 10, 2026
Sep 19, 2008 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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