Crawford & Co EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.36% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 13.82 | |
| 0.1274 | 35.36 | |
| 0.9891 | 1,248.81 | |
| -0.0287 | -7.46 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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