Sovereign's Capital Flourish Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.15% (+4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 1.09 | |
| 0.1583 | 7.04 | |
| 0.8745 | 51.74 | |
| -0.1280 | -6.30 |
Estimation Period:
Oct 3, 2023 to Feb 6, 2026
Oct 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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