Broadpeak SACA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.17% (-13.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5198 | 18.14 | |
| 0.7227 | 25.11 | |
| 0.7980 | 70.02 | |
| -0.1296 | -6.11 |
Estimation Period:
Jun 13, 2022 to Feb 6, 2026
Jun 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Broadpeak SACA Analyses
Other EGARCH Analyses on International Equities