L.D.C. S.A. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.62% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1472 | 30.27 | |
| 0.3640 | 56.07 | |
| 0.8877 | 173.52 | |
| -0.0746 | -11.64 |
Estimation Period:
Nov 23, 1995 to Feb 6, 2026
Nov 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities