Maraska D.D. EGARCH Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2025:22,408.92% (+22,408.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 9.37 | |
| 0.0933 | 8.78 | |
| 0.9939 | 602.34 | |
| 0.0192 | 1.03 |
Estimation Period:
May 7, 2007 to May 30, 2025
May 7, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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