Blackstone S F R 2027 T Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.15% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0318 | -5.84 | |
| 0.3220 | 28.05 | |
| 0.9195 | 114.00 | |
| -0.0451 | -4.20 |
Estimation Period:
May 26, 2010 to Feb 13, 2026
May 26, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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