Duroc AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.02% (+4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 9.69 | |
| 0.0962 | 23.48 | |
| 0.9854 | 703.83 | |
| -0.0202 | -3.93 |
Estimation Period:
Oct 24, 1996 to Feb 6, 2026
Oct 24, 1996 to Feb 6, 2026
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