CEPS PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:67.07% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1552 | 3.82 | |
| 0.0780 | 6.61 | |
| 0.9553 | 91.45 | |
| -0.0483 | -3.85 |
Estimation Period:
Jan 8, 2007 to Feb 6, 2026
Jan 8, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities