Rami Levi EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.45% (+3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 16.97 | |
| 0.1321 | 25.80 | |
| 0.9692 | 447.68 | |
| -0.0214 | -4.28 |
Estimation Period:
Aug 20, 2008 to Feb 6, 2026
Aug 20, 2008 to Feb 6, 2026
News Impact Curve
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