Mendelson Infrastructures EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:37.45% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1192 | 12.44 | |
| 0.1426 | 17.45 | |
| 0.9255 | 118.60 | |
| -0.0286 | -2.15 |
Estimation Period:
Aug 8, 2013 to Feb 6, 2026
Aug 8, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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