Versabank EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.85% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1666 | 15.32 | |
| 0.3072 | 28.30 | |
| 0.9108 | 147.42 | |
| -0.0169 | -1.58 |
Estimation Period:
Aug 27, 2013 to Feb 6, 2026
Aug 27, 2013 to Feb 6, 2026
News Impact Curve
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