Mensch & Maschine Software EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.65% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 13.94 | |
| 0.1531 | 21.07 | |
| 0.9800 | 774.08 | |
| -0.0488 | -8.32 |
Estimation Period:
Jul 18, 1997 to Feb 6, 2026
Jul 18, 1997 to Feb 6, 2026
News Impact Curve
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