Horizon Construction Develop EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.12% (-5.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3820 | 12.05 | |
| 0.6059 | 10.94 | |
| 0.8854 | 87.20 | |
| -0.1091 | -2.08 |
Estimation Period:
May 26, 2023 to Feb 6, 2026
May 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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