Alkhabeer Capital - Diversif EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.13% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 1.89 | |
| 0.2711 | 12.22 | |
| 0.8984 | 77.14 | |
| 0.1219 | 6.28 |
Estimation Period:
Jan 20, 2021 to Feb 5, 2026
Jan 20, 2021 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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