Highland Glbal Alocation FND EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.59% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1064 | 10.58 | |
| 0.3848 | 22.15 | |
| 0.8836 | 89.70 | |
| -0.0626 | -5.04 |
Estimation Period:
Feb 19, 2019 to Feb 6, 2026
Feb 19, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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