Microdata EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.71% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1987 | 22.07 | |
| 0.2468 | 35.46 | |
| 0.8959 | 179.22 | |
| -0.0270 | -3.58 |
Estimation Period:
Jan 7, 2008 to Feb 6, 2026
Jan 7, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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