El Shams Housing & Urbanizat EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:40.15% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1589 | 19.07 | |
| 0.2197 | 24.70 | |
| 0.9328 | 231.40 | |
| -0.0229 | -4.10 |
Estimation Period:
Nov 9, 1998 to Feb 5, 2026
Nov 9, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other El Shams Housing & Urbanizat Analyses
Other EGARCH Analyses on International Equities