Samse EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.48% (+3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2536 | 10.79 | |
| 0.3726 | 21.07 | |
| 0.7894 | 40.59 | |
| -0.0483 | -2.24 |
Estimation Period:
Nov 1, 2021 to Feb 13, 2026
Nov 1, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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