Manati Capital Hedge Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.41% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 6.05 | |
| 0.1706 | 7.46 | |
| 0.9458 | 111.09 | |
| -0.0764 | -4.91 |
Estimation Period:
Aug 29, 2022 to Jan 30, 2026
Aug 29, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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