Raya Contact EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.43% (+2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2842 | 12.38 | |
| 0.2036 | 18.29 | |
| 0.8686 | 73.91 | |
| 0.0168 | 1.63 |
Estimation Period:
May 2, 2017 to Feb 5, 2026
May 2, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities