Index International Group EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.09% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5125 | 7.60 | |
| 0.1652 | 7.51 | |
| 0.7609 | 24.48 | |
| 0.0881 | 3.48 |
Estimation Period:
Dec 22, 2020 to Feb 6, 2026
Dec 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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