Synthetic MR AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:114.46% (+6.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3031 | 8.07 | |
| 0.4124 | 8.44 | |
| 0.9277 | 91.45 | |
| 0.1715 | 3.74 |
Estimation Period:
Jul 21, 2021 to Feb 6, 2026
Jul 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Synthetic MR AB Analyses
Other EGARCH Analyses on International Equities