Holmes Place Inter EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.62% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0733 | 6.93 | |
| 0.1140 | 12.00 | |
| 0.9484 | 150.47 | |
| -0.0668 | -6.83 |
Estimation Period:
Dec 25, 2017 to Feb 6, 2026
Dec 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Holmes Place Inter Analyses
Other EGARCH Analyses on International Equities