CTP B.V. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.75% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0752 | 5.58 | |
| 0.1003 | 9.96 | |
| 0.9451 | 107.58 | |
| -0.0450 | -3.94 |
Estimation Period:
Mar 25, 2021 to Feb 6, 2026
Mar 25, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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