CTP B.V. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.09% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 3.13 | |
| 0.0692 | 11.88 | |
| 0.9861 | 409.51 | |
| -0.0214 | -3.06 |
Estimation Period:
Mar 31, 2021 to Feb 13, 2026
Mar 31, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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