Doan XA Port EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.53% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2635 | 17.82 | |
| 0.2522 | 27.71 | |
| 0.8783 | 117.09 | |
| 0.0095 | 1.11 |
Estimation Period:
Dec 23, 2008 to Feb 6, 2026
Dec 23, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities