Aubay EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.01% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0609 | 23.89 | |
| 0.1970 | 43.82 | |
| 0.9749 | 865.07 | |
| -0.0367 | -7.48 |
Estimation Period:
Jun 26, 1998 to Feb 13, 2026
Jun 26, 1998 to Feb 13, 2026
News Impact Curve
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