ALT5 Sigma Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:142.40% (-5.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2702 | 16.71 | |
| 0.2701 | 34.03 | |
| 0.9384 | 242.61 | |
| 0.0183 | 1.86 |
Estimation Period:
Nov 7, 1991 to Feb 13, 2026
Nov 7, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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