Somar Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.81% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0852 | 26.03 | |
| 0.2110 | 31.04 | |
| 0.9680 | 603.13 | |
| 0.0036 | 0.55 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities