Broadpeak SACA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.42% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0765 | 22.92 | |
| 0.8829 | 29.68 | |
| 0.5609 | 36.08 | |
| -0.1906 | -11.83 |
Estimation Period:
Jul 26, 2022 to Feb 6, 2026
Jul 26, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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