Neeraj Paper EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.22% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1782 | 24.12 | |
| 0.2399 | 33.08 | |
| 0.9197 | 266.82 | |
| -0.0147 | -0.92 |
Estimation Period:
Nov 11, 2015 to Jan 16, 2026
Nov 11, 2015 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities