Castro Model Ltd EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:51.56% (+2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 14.54 | |
| 0.1032 | 21.69 | |
| 0.9754 | 550.12 | |
| -0.0417 | -8.74 |
Estimation Period:
Mar 23, 2001 to Feb 12, 2026
Mar 23, 2001 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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