HERIGE SADCS EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.78% (-4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3512 | 24.91 | |
| 0.3048 | 34.26 | |
| 0.7661 | 76.83 | |
| -0.0202 | -2.41 |
Estimation Period:
Jul 17, 1992 to Feb 6, 2026
Jul 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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