Natixis Loomis Sayle Fcsd GH EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.73% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 1.66 | |
| 0.1148 | 9.69 | |
| 0.9336 | 85.74 | |
| -0.1660 | -12.62 |
Estimation Period:
Jun 29, 2023 to Feb 6, 2026
Jun 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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