Cafom EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.14% (+4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4016 | 13.23 | |
| 0.4909 | 22.53 | |
| 0.7407 | 38.20 | |
| -0.1625 | -8.29 |
Estimation Period:
Jun 15, 2021 to Feb 6, 2026
Jun 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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