Poujoulat EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.33% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2094 | 24.22 | |
| 0.2890 | 37.05 | |
| 0.9307 | 292.48 | |
| -0.0002 | -0.02 |
Estimation Period:
Feb 26, 1992 to Feb 6, 2026
Feb 26, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities