Dip Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.26% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0959 | 12.68 | |
| 0.1523 | 15.77 | |
| 0.9658 | 328.06 | |
| 0.0162 | 2.85 |
Estimation Period:
Jun 8, 2004 to Feb 6, 2026
Jun 8, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities