Dewan Farooque Spinning EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:70.89% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1007 | 4.54 | |
| 0.1143 | 7.34 | |
| 0.9723 | 150.02 | |
| 0.0229 | 1.92 |
Estimation Period:
May 2, 2012 to Feb 4, 2026
May 2, 2012 to Feb 4, 2026
News Impact Curve
Volatility Forecasts
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