Acadian Asset Management Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.01% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 10.81 | |
| 0.1409 | 21.56 | |
| 0.9707 | 339.88 | |
| -0.0540 | -6.88 |
Estimation Period:
Oct 9, 2014 to Feb 6, 2026
Oct 9, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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