Brompton Split Corp Pref SHS EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.94% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.5555 | -8.64 | |
| 0.4423 | 11.18 | |
| 0.7779 | 33.85 | |
| -0.0451 | -1.31 |
Estimation Period:
Jun 15, 2023 to Feb 13, 2026
Jun 15, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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