Lubelski Wegiel Bogdanka Sa EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.24% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1126 | 13.70 | |
| 0.2616 | 24.64 | |
| 0.9457 | 203.38 | |
| -0.0252 | -1.89 |
Estimation Period:
Jul 22, 2009 to Feb 6, 2026
Jul 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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