Sonmez Filament EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.97% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3125 | 20.45 | |
| 0.3693 | 48.50 | |
| 0.8995 | 168.86 | |
| 0.0139 | 2.55 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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