ABC arbitrage EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.25% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 13.23 | |
| 0.0757 | 16.89 | |
| 0.9980 | 3,061.25 | |
| -0.0129 | -4.00 |
Estimation Period:
Feb 2, 1999 to Feb 6, 2026
Feb 2, 1999 to Feb 6, 2026
News Impact Curve
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