Duff & Phelps GLB UTL Inc FD EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.83% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 8.50 | |
| 0.2357 | 12.40 | |
| 0.9059 | 82.46 | |
| -0.0950 | -9.76 |
Estimation Period:
Aug 1, 2011 to Feb 6, 2026
Aug 1, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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