S&P Global Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.61% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 17.13 | |
| 0.1464 | 39.54 | |
| 0.9799 | 1,125.05 | |
| -0.0436 | -9.37 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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