Roctool EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:113.78% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1186 | 11.53 | |
| 0.1198 | 14.53 | |
| 0.9658 | 286.60 | |
| -0.0181 | -1.85 |
Estimation Period:
Apr 14, 2008 to Feb 6, 2026
Apr 14, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities