D.L.S.I. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.36% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2554 | 14.30 | |
| 0.2976 | 25.99 | |
| 0.8479 | 73.86 | |
| -0.0293 | -2.75 |
Estimation Period:
Dec 26, 2006 to Feb 20, 2026
Dec 26, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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