Jde Peet'S Nv EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.66% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 4.23 | |
| 0.0779 | 8.13 | |
| 1.0000 | 648.51 | |
| -0.0108 | -1.26 |
Estimation Period:
Oct 5, 2020 to Feb 6, 2026
Oct 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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