NPC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.83% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0674 | 22.51 | |
| 0.2032 | 43.17 | |
| 0.9754 | 719.34 | |
| 0.0185 | 3.66 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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