Neubergr BRM EM MK DBT HD CR EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.80% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0064 | -0.44 | |
| -0.1661 | -4.83 | |
| 0.9991 | 3,131.83 | |
| 0.0666 | 1.15 |
Estimation Period:
Aug 11, 2025 to Feb 6, 2026
Aug 11, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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