FactSet Research Systems Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.24% (-4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 19.73 | |
| 0.1806 | 33.08 | |
| 0.9748 | 729.08 | |
| -0.0378 | -8.51 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
News Impact Curve
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