European Smaller Companies/The EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.79% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 8.79 | |
| 0.1422 | 31.39 | |
| 0.9648 | 567.89 | |
| -0.0854 | -18.57 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other European Smaller Companies/The Analyses
Other EGARCH Analyses on Closed-end Funds