ReposiTrak Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.58% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 8.40 | |
| 0.1123 | 18.25 | |
| 0.9975 | 1,823.63 | |
| -0.0204 | -2.93 |
Estimation Period:
Nov 23, 1998 to Feb 6, 2026
Nov 23, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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