Calumet Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.93% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0762 | 16.80 | |
| 0.2244 | 33.65 | |
| 0.9746 | 584.64 | |
| -0.0555 | -9.04 |
Estimation Period:
Jan 26, 2006 to Feb 6, 2026
Jan 26, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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