Vertex Securities EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.71% (+14.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1439 | 18.01 | |
| 0.2240 | 27.43 | |
| 0.9482 | 325.96 | |
| -0.0030 | -0.46 |
Estimation Period:
Oct 9, 2008 to Feb 6, 2026
Oct 9, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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