CTW Cayman EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:144.46% (-25.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5393 | 3.75 | |
| 0.4612 | 12.87 | |
| 0.6042 | 5.79 | |
| 0.0754 | 1.55 |
Estimation Period:
Aug 6, 2025 to Feb 6, 2026
Aug 6, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities