Bilendi EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.79% (-4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3904 | 21.77 | |
| 0.4362 | 42.03 | |
| 0.7859 | 77.71 | |
| 0.0342 | 3.02 |
Estimation Period:
Jul 5, 2005 to Feb 6, 2026
Jul 5, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities