Note AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.57% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 7.42 | |
| 0.0959 | 27.45 | |
| 0.9809 | 500.97 | |
| -0.0473 | -9.78 |
Estimation Period:
Jun 23, 2004 to Feb 6, 2026
Jun 23, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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