Olin Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.02% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 12.90 | |
| 0.0970 | 31.83 | |
| 0.9937 | 2,040.50 | |
| -0.0209 | -8.98 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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