Caplin Point Laboratories EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.14% (-3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4590 | 14.94 | |
| 0.3045 | 25.36 | |
| 0.8007 | 59.45 | |
| 0.0323 | 2.88 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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