D.C.M EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.97% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0938 | 18.31 | |
| 0.2336 | 33.80 | |
| 0.9736 | 561.80 | |
| 0.0051 | 1.05 |
Estimation Period:
Sep 24, 1992 to Feb 6, 2026
Sep 24, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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