TWOSTONE&Sons EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.70% (-3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6599 | 11.54 | |
| 0.4509 | 13.81 | |
| 0.7599 | 37.55 | |
| -0.0037 | -0.15 |
Estimation Period:
Jul 7, 2020 to Feb 10, 2026
Jul 7, 2020 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities