Mezza Qstp LLC EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:17.50% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 1.15 | |
| 0.0943 | 6.14 | |
| 0.9534 | 68.20 | |
| 0.1183 | 4.80 |
Estimation Period:
Aug 23, 2023 to Feb 5, 2026
Aug 23, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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