Laurent-Perrier EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.78% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 19.24 | |
| 0.1768 | 26.45 | |
| 0.9631 | 404.48 | |
| -0.0186 | -3.63 |
Estimation Period:
Jun 10, 1999 to Feb 6, 2026
Jun 10, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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