Rolinco EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.97% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 3.93 | |
| 0.1453 | 44.54 | |
| 0.9744 | 902.21 | |
| -0.0804 | -25.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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