Delta Plus Group EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.46% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 4.96 | |
| 0.1021 | 12.32 | |
| 0.9687 | 196.33 | |
| -0.0595 | -6.85 |
Estimation Period:
Apr 19, 2021 to Feb 6, 2026
Apr 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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