Modella Woollens EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:58.10% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1063 | 8.71 | |
| 0.1489 | 23.18 | |
| 0.9605 | 264.96 | |
| 0.0300 | 2.30 |
Estimation Period:
Nov 22, 2013 to Jan 30, 2026
Nov 22, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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