Altamir EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.80% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0584 | 13.44 | |
| 0.1843 | 33.17 | |
| 0.9786 | 564.70 | |
| -0.0639 | -9.50 |
Estimation Period:
Jan 9, 1997 to Feb 6, 2026
Jan 9, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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