Crane Co EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.68% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 8.45 | |
| 0.0883 | 27.97 | |
| 0.9841 | 844.04 | |
| -0.0623 | -21.57 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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