Coastal Contracts EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.58% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1694 | 14.88 | |
| 0.2846 | 27.26 | |
| 0.9243 | 152.46 | |
| -0.0063 | -0.68 |
Estimation Period:
Dec 5, 2003 to Feb 6, 2026
Dec 5, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Coastal Contracts Analyses
Other EGARCH Analyses on International Equities