Spectrum Electrical Industry EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.86% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1262 | 5.84 | |
| 0.1583 | 8.05 | |
| 0.9514 | 87.07 | |
| 0.0689 | 5.95 |
Estimation Period:
Oct 1, 2018 to Feb 6, 2026
Oct 1, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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