Alkhabeer Capital - Diversif EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.03% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0233 | -1.06 | |
| 0.0929 | 9.00 | |
| 0.9683 | 78.29 | |
| 0.1082 | 4.95 |
Estimation Period:
Jul 17, 2024 to Feb 5, 2026
Jul 17, 2024 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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