Tappalpha ITN 100 GW & DL IM EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.71% (+3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 3.83 | |
| -0.0617 | -1.38 | |
| 0.8346 | 62.76 | |
| -0.2377 | -8.12 |
Estimation Period:
Sep 4, 2025 to Feb 6, 2026
Sep 4, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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