Crawford & Co EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.84% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 23.59 | |
| 0.1826 | 34.40 | |
| 0.9807 | 1,020.50 | |
| -0.0177 | -3.81 |
Estimation Period:
Jul 25, 1990 to Feb 13, 2026
Jul 25, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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