Spritzer BHD EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.49% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 9.39 | |
| 0.0520 | 13.94 | |
| 0.9954 | 1,608.10 | |
| 0.0092 | 1.85 |
Estimation Period:
Aug 19, 2002 to Feb 13, 2026
Aug 19, 2002 to Feb 13, 2026
News Impact Curve
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