Modern Mills Company EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:26.40% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1703 | 4.19 | |
| 0.1533 | 6.44 | |
| 0.8124 | 21.91 | |
| -0.0294 | -0.89 |
Estimation Period:
Mar 27, 2024 to Feb 5, 2026
Mar 27, 2024 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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