Cartavio SAA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.35% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2255 | 11.93 | |
| 0.1942 | 20.37 | |
| 0.9192 | 127.54 | |
| 0.0493 | 4.58 |
Estimation Period:
Jul 16, 2001 to Feb 6, 2026
Jul 16, 2001 to Feb 6, 2026
News Impact Curve
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