Region Group EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.23% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 5.77 | |
| 0.1062 | 16.07 | |
| 0.9829 | 653.99 | |
| -0.0284 | -4.04 |
Estimation Period:
Nov 26, 2012 to Feb 13, 2026
Nov 26, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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