Champion Building Materials EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.61% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 23.30 | |
| 0.2179 | 28.45 | |
| 0.9594 | 477.32 | |
| 0.0135 | 2.90 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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