Rigolleau EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.52% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0769 | 16.43 | |
| 0.1690 | 24.15 | |
| 0.9781 | 612.44 | |
| -0.0253 | -5.19 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities