Cravatex EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.30% (-4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4214 | 14.17 | |
| 0.1949 | 20.83 | |
| 0.8399 | 73.04 | |
| 0.0512 | 6.03 |
Estimation Period:
Nov 24, 2010 to Feb 6, 2026
Nov 24, 2010 to Feb 6, 2026
News Impact Curve
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