T-Cap Securities JSC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.22% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1756 | 15.38 | |
| 0.3103 | 24.30 | |
| 0.9171 | 156.22 | |
| -0.0033 | -0.39 |
Estimation Period:
Jun 29, 2018 to Feb 6, 2026
Jun 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other T-Cap Securities JSC Analyses
Other EGARCH Analyses on International Equities