Ditas Dogan EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.45% (+6.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1276 | 23.76 | |
| 0.1716 | 16.36 | |
| 0.9573 | 528.29 | |
| 0.0301 | 5.15 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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