Lazard International Dynamic Eqty ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.73% (+2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0907 | -3.40 | |
| 0.1237 | 3.11 | |
| 0.7006 | 21.41 | |
| -0.2357 | -7.75 |
Estimation Period:
May 12, 2025 to Feb 6, 2026
May 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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