Celik Halat EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.56% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1560 | 22.40 | |
| 0.2554 | 45.33 | |
| 0.9479 | 360.71 | |
| 0.0101 | 1.57 |
Estimation Period:
Jan 25, 1994 to Feb 6, 2026
Jan 25, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities