CannTrust Holdings Inc. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:815.47% (-5.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 2.58 | |
| 0.0293 | 10.68 | |
| 1.0000 | 2,538.07 | |
| -0.0738 | -13.49 |
Estimation Period:
Aug 25, 2017 to Feb 6, 2026
Aug 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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