SNEP EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.36% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2914 | 22.18 | |
| 0.3810 | 36.40 | |
| 0.8556 | 132.80 | |
| -0.0096 | -1.29 |
Estimation Period:
Nov 12, 2007 to Feb 6, 2026
Nov 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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