JM AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.70% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 10.60 | |
| 0.0835 | 25.74 | |
| 0.9905 | 1,327.69 | |
| -0.0357 | -13.62 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
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