Bourse Direct EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.13% (+7.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 23.41 | |
| 0.2193 | 35.37 | |
| 0.9737 | 646.94 | |
| -0.0096 | -1.54 |
Estimation Period:
Nov 11, 1999 to Feb 6, 2026
Nov 11, 1999 to Feb 6, 2026
News Impact Curve
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