Albert David EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.37% (+2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1747 | 16.75 | |
| 0.2301 | 26.90 | |
| 0.9255 | 187.27 | |
| 0.0409 | 4.64 |
Estimation Period:
Jan 5, 2010 to Feb 6, 2026
Jan 5, 2010 to Feb 6, 2026
News Impact Curve
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