Rana Gruber ASA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.10% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3558 | 8.98 | |
| 0.3163 | 16.88 | |
| 0.7928 | 34.38 | |
| -0.0738 | -4.24 |
Estimation Period:
May 19, 2021 to Feb 6, 2026
May 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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