Prashkovsky Invs EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:35.78% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0825 | 16.48 | |
| 0.1503 | 22.19 | |
| 0.9538 | 317.74 | |
| -0.0317 | -4.64 |
Estimation Period:
Jul 20, 2009 to Feb 13, 2026
Jul 20, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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