Datagroup Se EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.28% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 10.20 | |
| 0.1237 | 25.82 | |
| 0.9840 | 594.92 | |
| -0.0341 | -7.07 |
Estimation Period:
Sep 14, 2006 to Feb 6, 2026
Sep 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities