Data Patterns Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.29% (+2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2075 | 6.11 | |
| 0.1830 | 12.11 | |
| 0.9119 | 61.79 | |
| -0.0479 | -3.80 |
Estimation Period:
Dec 24, 2021 to Feb 6, 2026
Dec 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Data Patterns Limited Analyses
Other EGARCH Analyses on International Equities