Roots Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.99% (+8.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1901 | 12.65 | |
| 0.2649 | 23.56 | |
| 0.9225 | 141.56 | |
| -0.0568 | -4.97 |
Estimation Period:
Oct 25, 2017 to Feb 6, 2026
Oct 25, 2017 to Feb 6, 2026
News Impact Curve
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