Caspian Corporate Services EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.50% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1810 | 28.53 | |
| 0.3013 | 35.54 | |
| 0.9163 | 277.76 | |
| -0.0028 | -0.29 |
Estimation Period:
Jan 10, 2014 to Feb 6, 2026
Jan 10, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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