Olgerdin Egill Skallagrimss EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.46% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1156 | 9.48 | |
| 0.3292 | 19.39 | |
| 0.7943 | 41.67 | |
| -0.0049 | -0.30 |
Estimation Period:
Jun 9, 2022 to Feb 6, 2026
Jun 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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