Hamilton Enhanced Mixed Asst EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.26% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0119 | -1.02 | |
| 0.1877 | 6.91 | |
| 0.9545 | 53.90 | |
| -0.0737 | -1.57 |
Estimation Period:
Apr 28, 2025 to Feb 6, 2026
Apr 28, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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