Keyrus EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.13% (-3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4330 | 4.82 | |
| 0.2286 | 9.33 | |
| 0.7552 | 14.54 | |
| 0.1202 | 4.98 |
Estimation Period:
Mar 2, 2021 to Feb 6, 2026
Mar 2, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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