Simplify Vettafi PVT Strateg EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.95% (-11.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0878 | 1.66 | |
| 0.3805 | 6.66 | |
| 0.3669 | 4.58 | |
| -0.3490 | -6.06 |
Estimation Period:
Sep 23, 2025 to Feb 6, 2026
Sep 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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