Lokman Hekim Engurusag EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.22% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2552 | 19.99 | |
| 0.3230 | 29.52 | |
| 0.8774 | 138.63 | |
| 0.0093 | 1.00 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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