Carlos Casado Sa EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.07% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 5.14 | |
| 0.0298 | 9.28 | |
| 0.9979 | 2,083.38 | |
| 0.0103 | 5.01 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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