Mivtach Shamir Hds EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:38.53% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0925 | 8.15 | |
| 0.1569 | 28.23 | |
| 0.9462 | 118.01 | |
| -0.0265 | -6.67 |
Estimation Period:
Jan 23, 1995 to Feb 6, 2026
Jan 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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