Sleep Cycle AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.99% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6232 | 8.44 | |
| 0.2658 | 9.06 | |
| 0.7866 | 27.35 | |
| 0.2082 | 9.21 |
Estimation Period:
Jun 16, 2021 to Feb 6, 2026
Jun 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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