Vicat EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.81% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1580 | 23.67 | |
| 0.2820 | 43.94 | |
| 0.8857 | 154.73 | |
| 0.0018 | 0.28 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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