Faber Company Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.39% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 5.03 | |
| 0.1313 | 8.68 | |
| 0.9642 | 217.41 | |
| 0.0355 | 2.42 |
Estimation Period:
Jul 31, 2024 to Feb 6, 2026
Jul 31, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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