Bermuda Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.07% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 15.37 | |
| 0.1135 | 22.21 | |
| 0.9810 | 650.99 | |
| -0.0262 | -3.57 |
Estimation Period:
Jun 14, 1994 to Dec 31, 2025
Jun 14, 1994 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices