Brass Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.82% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2634 | 22.20 | |
| 0.3987 | 32.93 | |
| 0.8909 | 177.50 | |
| 0.0302 | 2.87 |
Estimation Period:
Mar 9, 2016 to Feb 10, 2026
Mar 9, 2016 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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