Parametric Equity Premi Incm EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.21% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.6387 | -13.24 | |
| 0.4113 | 12.53 | |
| 0.0611 | 0.99 | |
| -0.1918 | -5.83 |
Estimation Period:
Oct 19, 2023 to Feb 20, 2026
Oct 19, 2023 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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