MSP Recovery Inc EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
110.24%
increased by 7.18%
1 Week
118.45%
increased by 15.39%
1 Month
157.84%
increased by 54.78%
Analysis last updated: Tuesday, June 16, 2026 at 11:56 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1207 | 8.65 | |
| 0.4091 | 9.19 | |
| 0.9870 | 518.38 | |
| -0.1134 | -9.59 |
Estimation Period:
Aug 14, 2020 to Jun 12, 2026
Aug 14, 2020 to Jun 12, 2026
Other MSP Recovery Inc Analyses
Other EGARCH Analyses on Equities