Alan Allman Associate EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:78.16% (-11.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2569 | 7.31 | |
| 0.3914 | 13.16 | |
| 0.9278 | 82.04 | |
| 0.0106 | 0.51 |
Estimation Period:
Apr 8, 2021 to Feb 13, 2026
Apr 8, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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