Credit Intelligence Limited EGARCH Volatility Analysis
Volatility Prediction for Friday, July 25th, 2025:1.78% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 3.21 | |
| 0.2015 | 21.66 | |
| 1.0000 | 505.82 | |
| -0.0236 | -1.68 |
Estimation Period:
Jul 10, 2008 to May 30, 2025
Jul 10, 2008 to May 30, 2025
News Impact Curve
Volatility Forecasts
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