Sogeclair EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.39% (+6.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1577 | 18.39 | |
| 0.2688 | 35.12 | |
| 0.9326 | 237.18 | |
| -0.0539 | -7.26 |
Estimation Period:
Nov 26, 1998 to Feb 20, 2026
Nov 26, 1998 to Feb 20, 2026
News Impact Curve
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