The Practical Solution EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.06% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3103 | 9.87 | |
| 0.3645 | 19.18 | |
| 0.8590 | 58.42 | |
| 0.0368 | 2.06 |
Estimation Period:
Nov 15, 2019 to Feb 6, 2026
Nov 15, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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