Graines Voltz EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.21% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4701 | 7.50 | |
| 0.4930 | 16.73 | |
| 0.7681 | 22.50 | |
| 0.2062 | 10.93 |
Estimation Period:
Feb 2, 2023 to Feb 6, 2026
Feb 2, 2023 to Feb 6, 2026
News Impact Curve
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