Hotchkis & Wily SM CP D V FD EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.70% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0041 | -0.01 | |
| -0.2561 | -0.25 | |
| 0.9447 | 49.85 | |
| -0.1874 | -0.26 |
Estimation Period:
Mar 31, 2025 to Feb 6, 2026
Mar 31, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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