Market Creators EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:66.14% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 7.61 | |
| 0.0409 | 4.73 | |
| 0.9916 | 930.23 | |
| 0.0106 | 1.92 |
Estimation Period:
Feb 10, 2009 to Jan 30, 2026
Feb 10, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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