Geci International EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.35% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1371 | 8.56 | |
| 0.1934 | 22.36 | |
| 0.9705 | 260.40 | |
| -0.0070 | -0.67 |
Estimation Period:
May 10, 2001 to Feb 6, 2026
May 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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