Vinpai SAS EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.58% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0593 | 3.61 | |
| 0.2733 | 21.24 | |
| 0.9720 | 171.88 | |
| -0.1446 | -13.23 |
Estimation Period:
Jul 13, 2023 to Feb 13, 2026
Jul 13, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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