GMO Product Platform Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.94% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0857 | 3.85 | |
| 0.1185 | 11.77 | |
| 0.9622 | 105.12 | |
| 0.0299 | 2.04 |
Estimation Period:
Oct 22, 2014 to Feb 6, 2026
Oct 22, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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