Magson Retail And Distributi EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.72% (-4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7223 | 8.20 | |
| 0.3215 | 12.97 | |
| 0.6984 | 19.06 | |
| 0.0656 | 2.81 |
Estimation Period:
Jul 6, 2023 to Feb 6, 2026
Jul 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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