Alony Hetz EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.55% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 7.95 | |
| 0.0859 | 31.94 | |
| 0.9946 | 1,898.04 | |
| -0.0383 | -11.51 |
Estimation Period:
Nov 13, 1998 to Feb 6, 2026
Nov 13, 1998 to Feb 6, 2026
News Impact Curve
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