Kerlink SACA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.26% (-4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5196 | 9.05 | |
| 0.3473 | 12.37 | |
| 0.8440 | 46.37 | |
| 0.0193 | 0.84 |
Estimation Period:
Feb 11, 2021 to Feb 6, 2026
Feb 11, 2021 to Feb 6, 2026
News Impact Curve
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