identitii Limited EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:125.97% (-3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 7.92 | |
| 0.0943 | 14.64 | |
| 0.9857 | 460.80 | |
| 0.0135 | 1.67 |
Estimation Period:
Oct 17, 2018 to Feb 6, 2026
Oct 17, 2018 to Feb 6, 2026
News Impact Curve
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