BIG Banc Split COR CL Shares EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.25% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3025 | 9.87 | |
| 0.3475 | 18.50 | |
| 0.7378 | 27.63 | |
| -0.0909 | -6.36 |
Estimation Period:
Jun 26, 2020 to Feb 6, 2026
Jun 26, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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