Yamashin-Filter Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.19% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3329 | 8.52 | |
| 0.2404 | 15.13 | |
| 0.8633 | 49.27 | |
| 0.0290 | 2.43 |
Estimation Period:
Oct 8, 2014 to Feb 6, 2026
Oct 8, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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