Samco Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.37% (+2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1298 | 16.02 | |
| 0.1775 | 21.20 | |
| 0.9507 | 268.49 | |
| -0.0039 | -0.60 |
Estimation Period:
Aug 16, 2001 to Feb 6, 2026
Aug 16, 2001 to Feb 6, 2026
News Impact Curve
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