Neto Malinda EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.16% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 2.94 | |
| 0.0327 | 10.67 | |
| 0.9904 | 424.35 | |
| -0.0331 | -8.51 |
Estimation Period:
Aug 20, 2008 to Feb 6, 2026
Aug 20, 2008 to Feb 6, 2026
News Impact Curve
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