Span DD (Zgse Span) - Span EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.86% (-4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3970 | 11.82 | |
| 0.3701 | 13.98 | |
| 0.6520 | 21.42 | |
| 0.1122 | 4.33 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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