Klarsen EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:73.49% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 8.03 | |
| 0.1033 | 13.34 | |
| 0.9935 | 948.89 | |
| -0.0423 | -5.31 |
Estimation Period:
May 16, 2011 to Feb 6, 2026
May 16, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities