Masco Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.62% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 4.05 | |
| 0.0719 | 27.20 | |
| 0.9926 | 1,025.41 | |
| -0.0454 | -15.32 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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