Rana Gruber Asa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.67% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2675 | 10.99 | |
| 0.4176 | 18.95 | |
| 0.8267 | 55.89 | |
| -0.0419 | -2.26 |
Estimation Period:
Feb 26, 2021 to Feb 6, 2026
Feb 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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