Lexibook Linguistic Electr EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:59.34% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 5.88 | |
| 0.1178 | 12.33 | |
| 0.9847 | 367.83 | |
| -0.0594 | -8.72 |
Estimation Period:
Dec 8, 1999 to Feb 13, 2026
Dec 8, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Lexibook Linguistic Electr Analyses
Other EGARCH Analyses on International Equities