Yamashin-Filter Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.42% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5799 | 18.37 | |
| 0.6827 | 12.40 | |
| -0.2439 | -3.66 | |
| -0.1498 | -3.90 |
Estimation Period:
Oct 23, 2024 to Jan 30, 2026
Oct 23, 2024 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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