MASI Free Float All Shares Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.01% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0313 | -7.74 | |
| 0.3333 | 28.24 | |
| 0.9132 | 177.86 | |
| -0.0794 | -7.94 |
Estimation Period:
Aug 12, 2010 to Feb 6, 2026
Aug 12, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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