Morningstar Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.76% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 4.01 | |
| 0.0922 | 14.26 | |
| 0.9912 | 630.54 | |
| -0.0343 | -5.53 |
Estimation Period:
May 3, 2005 to Feb 6, 2026
May 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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