CP ALL PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.99% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 12.74 | |
| 0.1224 | 25.70 | |
| 0.9853 | 904.80 | |
| -0.0211 | -3.22 |
Estimation Period:
Oct 14, 2003 to Feb 6, 2026
Oct 14, 2003 to Feb 6, 2026
News Impact Curve
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