Callan JMB Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:157.64% (+8.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3901 | 2.45 | |
| 0.5529 | 11.60 | |
| 0.9001 | 35.27 | |
| -0.4646 | -5.75 |
Estimation Period:
Feb 5, 2025 to Feb 6, 2026
Feb 5, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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