Forrester Research Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.90% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 10.61 | |
| 0.1309 | 30.87 | |
| 0.9918 | 1,338.52 | |
| -0.0386 | -10.73 |
Estimation Period:
Nov 28, 1996 to Feb 6, 2026
Nov 28, 1996 to Feb 6, 2026
News Impact Curve
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