Owens Corning EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.37% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 9.47 | |
| 0.1027 | 24.83 | |
| 0.9864 | 909.08 | |
| -0.0429 | -12.30 |
Estimation Period:
Oct 13, 2006 to Feb 6, 2026
Oct 13, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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