TFF Group EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.52% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1356 | 19.81 | |
| 0.2703 | 26.98 | |
| 0.9013 | 151.25 | |
| -0.0171 | -1.85 |
Estimation Period:
Jan 28, 1999 to Feb 6, 2026
Jan 28, 1999 to Feb 6, 2026
News Impact Curve
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