Fenie Brossette EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.02% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2128 | 22.72 | |
| 0.2647 | 35.57 | |
| 0.9116 | 221.92 | |
| 0.0215 | 2.65 |
Estimation Period:
Dec 7, 2006 to Feb 6, 2026
Dec 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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