Amen Bank EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.73% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0974 | 22.44 | |
| 0.2750 | 36.35 | |
| 0.8734 | 142.29 | |
| -0.0061 | -0.82 |
Estimation Period:
Nov 20, 1998 to Feb 6, 2026
Nov 20, 1998 to Feb 6, 2026
News Impact Curve
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