Oil Country Tubular EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.25% (+3.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4170 | 20.50 | |
| 0.3275 | 33.40 | |
| 0.8266 | 95.68 | |
| 0.0187 | 2.10 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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