Dynamic Portfolio Management EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.88% (-5.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1948 | 32.70 | |
| 0.2642 | 38.73 | |
| 0.9059 | 277.56 | |
| -0.0072 | -0.94 |
Estimation Period:
Mar 16, 2012 to Feb 6, 2026
Mar 16, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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