Oxford Metrics PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.23% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 1.26 | |
| 0.0138 | 6.08 | |
| 0.9967 | 467.26 | |
| -0.0212 | -7.97 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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