Jde Peet'S Nv EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:4.01% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 3.99 | |
| 0.1021 | 12.86 | |
| 1.0000 | 671.59 | |
| -0.0141 | -1.74 |
Estimation Period:
May 29, 2020 to Feb 13, 2026
May 29, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities