Burcelik EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:79.82% (+6.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2447 | 19.68 | |
| 0.2787 | 27.41 | |
| 0.9158 | 208.89 | |
| 0.0332 | 5.56 |
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Dec 30, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities