Time Interconnect EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:108.26% (-5.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6728 | 6.04 | |
| 0.2907 | 8.41 | |
| 0.8230 | 27.98 | |
| -0.0452 | -0.92 |
Estimation Period:
Feb 20, 2025 to Feb 6, 2026
Feb 20, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Time Interconnect Analyses
Other EGARCH Analyses on International Equities