Lab Richmond EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.23% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3268 | 12.50 | |
| 0.3339 | 16.21 | |
| 0.8550 | 69.49 | |
| -0.0015 | -0.11 |
Estimation Period:
Dec 28, 2017 to Feb 6, 2026
Dec 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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