Waters Corp EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
39.88%
increased by 0.28%
1 Week
40.08%
increased by 0.48%
1 Month
40.80%
increased by 1.20%
Analysis last updated: Saturday, June 13, 2026 at 12:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 6.50 | |
| 0.0947 | 20.53 | |
| 0.9841 | 600.40 | |
| -0.0840 | -20.58 |
Estimation Period:
Nov 20, 1995 to Jun 12, 2026
Nov 20, 1995 to Jun 12, 2026
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