Prologue EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.25% (+2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0704 | 11.42 | |
| 0.1729 | 30.28 | |
| 0.9814 | 498.67 | |
| -0.0295 | -4.83 |
Estimation Period:
Jan 9, 2007 to Feb 6, 2026
Jan 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities