Auto Hall EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.48% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2502 | 11.49 | |
| 0.1581 | 18.68 | |
| 0.8461 | 57.72 | |
| 0.0151 | 1.78 |
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Jul 1, 1993 to Feb 13, 2026
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