ARB Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.63% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6018 | 10.49 | |
| 0.5973 | 15.79 | |
| 0.6042 | 18.91 | |
| -0.0776 | -2.33 |
Estimation Period:
Oct 21, 2024 to Feb 6, 2026
Oct 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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