De Tam Jsc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.05% (+13.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5774 | 28.06 | |
| 0.2894 | 41.30 | |
| 0.7643 | 88.88 | |
| 0.0149 | 1.95 |
Estimation Period:
Jul 16, 2010 to Feb 6, 2026
Jul 16, 2010 to Feb 6, 2026
News Impact Curve
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