Mayer Steel Pipe EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.05% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1596 | 26.00 | |
| 0.3442 | 51.32 | |
| 0.9030 | 234.01 | |
| 0.0103 | 2.07 |
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Jan 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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