Alfio Bardolla Tra EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.61% (-3.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4442 | 12.26 | |
| 0.4643 | 23.15 | |
| 0.8208 | 58.15 | |
| -0.0215 | -1.11 |
Estimation Period:
Jul 28, 2017 to Feb 6, 2026
Jul 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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