RISMA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.13% (-10.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2501 | 27.04 | |
| 0.2875 | 43.04 | |
| 0.8672 | 180.85 | |
| -0.0274 | -3.86 |
Estimation Period:
May 18, 2006 to Feb 6, 2026
May 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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