National Environmental EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.59% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4127 | 11.16 | |
| 0.2835 | 15.27 | |
| 0.8205 | 48.72 | |
| -0.0251 | -1.43 |
Estimation Period:
May 26, 2022 to Feb 5, 2026
May 26, 2022 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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