Pricer AB EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.82% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 8.77 | |
| 0.0972 | 23.89 | |
| 0.9885 | 819.66 | |
| -0.0273 | -6.52 |
Estimation Period:
Apr 10, 1995 to Feb 6, 2026
Apr 10, 1995 to Feb 6, 2026
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