E-Channelling EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.87% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1794 | 8.02 | |
| 0.2266 | 13.45 | |
| 0.9397 | 113.40 | |
| -0.0149 | -1.12 |
Estimation Period:
Feb 10, 2012 to Feb 6, 2026
Feb 10, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities