IDT Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.23% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0724 | 14.27 | |
| 0.1540 | 18.90 | |
| 0.9759 | 506.68 | |
| 0.0011 | 0.21 |
Estimation Period:
May 11, 2001 to Feb 20, 2026
May 11, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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