Infrastructure DIV Splt Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.43% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 0.37 | |
| 0.4016 | 12.37 | |
| 0.8401 | 53.72 | |
| -0.1249 | -5.16 |
Estimation Period:
May 8, 2024 to Feb 6, 2026
May 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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