Commercial Credit And Fin EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.60% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2968 | 6.71 | |
| 0.2555 | 17.51 | |
| 0.8720 | 40.29 | |
| -0.0117 | -1.06 |
Estimation Period:
Jun 3, 2011 to Feb 3, 2026
Jun 3, 2011 to Feb 3, 2026
News Impact Curve
Volatility Forecasts
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