Housing Urban Dev EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.94% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0923 | 11.37 | |
| 0.1885 | 18.03 | |
| 0.9619 | 240.34 | |
| 0.0260 | 2.68 |
Estimation Period:
May 19, 2017 to Feb 6, 2026
May 19, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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