Lanson-BCC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.88% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0735 | 24.84 | |
| 0.2351 | 37.90 | |
| 0.9664 | 559.58 | |
| 0.0115 | 1.74 |
Estimation Period:
Dec 9, 1996 to Feb 6, 2026
Dec 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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