Verisk Analytics Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.97%
decreased by 0.94%
1 Week
23.08%
decreased by 0.83%
1 Month
23.38%
decreased by 0.53%
Analysis last updated: Friday, June 12, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 6.00 | |
| 0.1066 | 14.00 | |
| 0.9490 | 264.42 | |
| -0.0997 | -16.52 |
Estimation Period:
Oct 7, 2009 to Jun 12, 2026
Oct 7, 2009 to Jun 12, 2026
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