Cotwo Advisors PHY EUR Trust EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.94% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0152 | -2.77 | |
| -0.2038 | -10.49 | |
| 0.9944 | 430.66 | |
| 0.0836 | 5.17 |
Estimation Period:
Jun 20, 2025 to Feb 6, 2026
Jun 20, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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