Weizmann EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:66.24% (-4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2521 | 19.09 | |
| 0.2100 | 18.52 | |
| 0.9151 | 200.46 | |
| 0.0914 | 8.95 |
Estimation Period:
May 4, 2010 to Feb 6, 2026
May 4, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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