Castellum Ab EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.32% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 8.96 | |
| 0.1122 | 27.76 | |
| 0.9913 | 1,316.41 | |
| -0.0403 | -8.84 |
Estimation Period:
Oct 11, 2007 to Feb 6, 2026
Oct 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Castellum Ab Analyses
Other EGARCH Analyses on International Equities