Innovana Thinklabs EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.42% (-4.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5017 | 12.50 | |
| 0.2543 | 18.91 | |
| 0.7911 | 46.37 | |
| 0.0532 | 4.02 |
Estimation Period:
Dec 12, 2017 to Feb 6, 2026
Dec 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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