HT5 AG EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.82% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 18.94 | |
| 0.1952 | 32.12 | |
| 0.9821 | 695.06 | |
| -0.0432 | -5.28 |
Estimation Period:
Aug 29, 2006 to Feb 6, 2026
Aug 29, 2006 to Feb 6, 2026
News Impact Curve
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