Covivio EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.82% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0863 | 21.89 | |
| 0.1951 | 28.00 | |
| 0.9484 | 353.22 | |
| -0.0213 | -3.20 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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