Aurea EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.52% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3758 | 9.53 | |
| 0.2814 | 14.73 | |
| 0.8080 | 41.13 | |
| -0.0235 | -1.00 |
Estimation Period:
Nov 30, 2021 to Feb 6, 2026
Nov 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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