Albena AD EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:100.84% (-6.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0675 | 21.20 | |
| 0.1577 | 22.25 | |
| 0.9797 | 478.38 | |
| -0.0168 | -1.09 |
Estimation Period:
Nov 14, 2006 to Feb 6, 2026
Nov 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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