Federal-Mogul Goetz India EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.77% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0988 | 20.61 | |
| 0.2007 | 29.89 | |
| 0.9596 | 461.37 | |
| 0.0029 | 0.53 |
Estimation Period:
Jan 24, 1997 to Feb 6, 2026
Jan 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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