Sporton International EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.27% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0846 | 24.26 | |
| 0.1969 | 29.50 | |
| 0.9414 | 340.46 | |
| 0.0169 | 2.68 |
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Sep 2, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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