Alexander Stamps A EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:55.33% (+7.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1556 | 26.61 | |
| 0.2866 | 30.26 | |
| 0.9295 | 339.22 | |
| -0.0126 | -1.55 |
Estimation Period:
Nov 7, 2013 to Feb 6, 2026
Nov 7, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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