Solomon Data International EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.53% (-3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3438 | 29.29 | |
| 0.3279 | 42.27 | |
| 0.8597 | 171.57 | |
| 0.0133 | 1.92 |
Estimation Period:
Sep 12, 2006 to Feb 6, 2026
Sep 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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