Herti AD Shumen EGARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:0.01% (-45.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0705 | -6.79 | |
| -0.1538 | -4.10 | |
| 0.9794 | 150.89 | |
| -0.5594 | -7.22 |
Estimation Period:
Jul 10, 2008 to Jan 1, 2026
Jul 10, 2008 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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