Dekuple EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.61% (+2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1131 | 14.81 | |
| 0.1943 | 28.83 | |
| 0.9527 | 285.57 | |
| -0.0610 | -10.44 |
Estimation Period:
May 12, 1998 to Feb 6, 2026
May 12, 1998 to Feb 6, 2026
News Impact Curve
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