ESI SPA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.11% (-7.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6590 | 9.16 | |
| 0.4283 | 22.49 | |
| 0.7119 | 24.14 | |
| 0.0094 | 0.43 |
Estimation Period:
Oct 26, 2020 to Feb 6, 2026
Oct 26, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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