MCAN Mortgage Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.86% (+3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 22.98 | |
| 0.2501 | 27.78 | |
| 0.9559 | 364.01 | |
| -0.0529 | -7.47 |
Estimation Period:
Feb 14, 1992 to Feb 13, 2026
Feb 14, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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