CTM EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.24% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1106 | 14.27 | |
| 0.1945 | 27.24 | |
| 0.9420 | 176.51 | |
| 0.0020 | 0.29 |
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Jul 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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