Union Coop EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.34% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1960 | 6.85 | |
| 0.4609 | 11.40 | |
| 0.7083 | 20.04 | |
| 0.2154 | 4.70 |
Estimation Period:
Jul 18, 2022 to Feb 6, 2026
Jul 18, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities