Ray Sigorta EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.77% (+6.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3255 | 28.71 | |
| 0.3965 | 43.42 | |
| 0.8845 | 213.97 | |
| -0.0031 | -0.45 |
Estimation Period:
Aug 14, 1997 to Feb 6, 2026
Aug 14, 1997 to Feb 6, 2026
News Impact Curve
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