Octave Specialty Group Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.06% (-3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4856 | 13.81 | |
| 0.3505 | 26.61 | |
| 0.7718 | 49.32 | |
| -0.0735 | -6.10 |
Estimation Period:
May 1, 2013 to Feb 6, 2026
May 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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