Jacques Bogart EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.43% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 12.39 | |
| 0.1456 | 28.67 | |
| 0.9836 | 756.05 | |
| -0.0439 | -7.52 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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