Train Alliance AB EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.26% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 5.74 | |
| 0.1497 | 15.99 | |
| 0.9709 | 151.70 | |
| -0.0289 | -2.18 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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