Jensen-Group Nv EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.24% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1019 | 20.35 | |
| 0.2334 | 34.31 | |
| 0.9518 | 382.71 | |
| -0.0072 | -1.08 |
Estimation Period:
Jun 26, 1997 to Feb 6, 2026
Jun 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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