Dci-Database For Comm & Ind EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:167.51% (+8.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1052 | 14.82 | |
| 0.1401 | 20.15 | |
| 0.9769 | 550.39 | |
| -0.0188 | -2.69 |
Estimation Period:
Mar 29, 2000 to Feb 6, 2026
Mar 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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