SSI Securities Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.40% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0801 | 22.24 | |
| 0.2291 | 41.29 | |
| 0.9560 | 528.18 | |
| -0.0257 | -6.14 |
Estimation Period:
Jul 2, 2007 to Feb 6, 2026
Jul 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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