Federal-Mogul Izmit Piston EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.71% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2294 | 23.18 | |
| 0.3621 | 54.84 | |
| 0.9158 | 239.42 | |
| 0.0344 | 5.86 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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