Gullberg & Jansson EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.22% (-13.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5113 | 8.87 | |
| 0.3958 | 23.40 | |
| 0.8319 | 45.93 | |
| 0.0866 | 4.47 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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