Morgan Advanced Materials EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.86% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 5.13 | |
| 0.0934 | 10.12 | |
| 0.9837 | 286.28 | |
| -0.0238 | -3.33 |
Estimation Period:
Jan 7, 2021 to Feb 6, 2026
Jan 7, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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