Festi HF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.39% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2953 | 8.39 | |
| 0.3612 | 18.88 | |
| 0.6046 | 12.34 | |
| -0.0116 | -0.66 |
Estimation Period:
Dec 19, 2013 to Feb 6, 2026
Dec 19, 2013 to Feb 6, 2026
News Impact Curve
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