Integrated System Credit EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.53% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3637 | 18.36 | |
| 0.3838 | 24.22 | |
| 0.8419 | 91.84 | |
| 0.0119 | 0.71 |
Estimation Period:
Dec 22, 2021 to Feb 13, 2026
Dec 22, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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