Gl Events EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.16% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 1.67 | |
| 0.0305 | 5.74 | |
| 0.9902 | 381.43 | |
| -0.0524 | -12.59 |
Estimation Period:
Mar 28, 2008 to Feb 13, 2026
Mar 28, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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