Eagle Materials Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.92% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2614 | 7.54 | |
| 0.0995 | 6.23 | |
| 0.8556 | 39.49 | |
| 0.0139 | 3.36 | |
| -0.0236 | -3.82 | |
| 0.0208 | 3.44 |
Estimation Period:
Apr 12, 1994 to Feb 6, 2026
Apr 12, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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