Better Collective EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.87% (+24.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4691 | 19.51 | |
| 0.1473 | 8.07 | |
| -0.1231 | -2.24 | |
| -0.1744 | -7.28 |
Estimation Period:
Feb 15, 2021 to Feb 6, 2026
Feb 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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