Delta Credit SPV EGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:3.46% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2025 | -6.06 | |
| -0.4574 | -3.04 | |
| 0.5785 | 14.27 | |
| -0.0941 | -0.75 |
Estimation Period:
Nov 25, 2009 to Jan 1, 2026
Nov 25, 2009 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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