Region Group EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.79% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 5.79 | |
| 0.1065 | 16.09 | |
| 0.9833 | 663.91 | |
| -0.0278 | -3.94 |
Estimation Period:
Nov 26, 2012 to Feb 6, 2026
Nov 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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