Ctp B.V. EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.84% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 5.55 | |
| 0.1427 | 15.65 | |
| 0.9765 | 318.72 | |
| -0.0414 | -4.64 |
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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