Razor Labs EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:67.68% (-3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5035 | 10.30 | |
| 0.3218 | 13.88 | |
| 0.8555 | 61.64 | |
| 0.0034 | 0.23 |
Estimation Period:
Feb 10, 2021 to Feb 6, 2026
Feb 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities