Gl Events EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.56% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 11.08 | |
| 0.1587 | 20.04 | |
| 0.9733 | 322.72 | |
| -0.0235 | -3.04 |
Estimation Period:
Aug 6, 2018 to Feb 6, 2026
Aug 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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