MacroAsia Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.75% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1311 | 9.84 | |
| 0.1979 | 20.84 | |
| 0.9547 | 170.99 | |
| 0.0340 | 3.35 |
Estimation Period:
Sep 29, 1994 to Feb 16, 2026
Sep 29, 1994 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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