Emka AD EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.64% (-3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1205 | 12.89 | |
| 0.1215 | 10.36 | |
| 0.9568 | 259.16 | |
| 0.0117 | 1.02 |
Estimation Period:
Nov 1, 2006 to Feb 6, 2026
Nov 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities