Cmc Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.17% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4642 | 12.89 | |
| 0.3900 | 25.43 | |
| 0.7356 | 36.43 | |
| 0.0162 | 1.58 |
Estimation Period:
Dec 5, 2008 to Feb 6, 2026
Dec 5, 2008 to Feb 6, 2026
News Impact Curve
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