Ellington Financial LLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.33% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 12.46 | |
| 0.2670 | 37.56 | |
| 0.9561 | 423.06 | |
| -0.0548 | -7.33 |
Estimation Period:
Oct 8, 2010 to Feb 6, 2026
Oct 8, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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