Icapital Investment Joint EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.36% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3799 | 23.91 | |
| 0.2937 | 43.04 | |
| 0.8508 | 133.58 | |
| 0.0038 | 0.61 |
Estimation Period:
Jan 30, 2009 to Feb 6, 2026
Jan 30, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Icapital Investment Joint Analyses
Other EGARCH Analyses on International Equities