Mensch & Maschine Software EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.20% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 5.57 | |
| 0.1163 | 10.49 | |
| 0.9876 | 400.16 | |
| -0.0272 | -2.28 |
Estimation Period:
Jan 29, 2018 to Feb 13, 2026
Jan 29, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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