Aura Investments EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:43.58% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 3.64 | |
| 0.0471 | 7.54 | |
| 0.9899 | 448.72 | |
| -0.0350 | -5.15 |
Estimation Period:
May 3, 2011 to Feb 13, 2026
May 3, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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