Medallion Financial Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.33% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 8.06 | |
| 0.1262 | 16.43 | |
| 0.9859 | 749.74 | |
| -0.0491 | -11.40 |
Estimation Period:
May 23, 1996 to Feb 6, 2026
May 23, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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