LISI EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.78% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 22.74 | |
| 0.1364 | 36.17 | |
| 0.9751 | 818.76 | |
| -0.0386 | -12.39 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities