Mefcom Capital Mkt EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.31% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1245 | 20.32 | |
| 0.1920 | 30.20 | |
| 0.9533 | 421.07 | |
| -0.0212 | -2.73 |
Estimation Period:
Nov 5, 2008 to Feb 6, 2026
Nov 5, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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