Caleres, Inc. EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.04% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 6.28 | |
| 0.0435 | 18.98 | |
| 0.9965 | 2,229.23 | |
| -0.0456 | -24.49 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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