Transformers & Rectifires In EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:81.24% (-13.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3382 | 20.95 | |
| 0.2720 | 24.63 | |
| 0.8675 | 136.46 | |
| 0.0395 | 5.09 |
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Jan 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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