Velgraf Asset Management EGARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:1.47% (-312.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8337 | 12.58 | |
| 0.0312 | 1.31 | |
| -0.9338 | -9.74 | |
| 0.0982 | 5.01 |
Estimation Period:
Feb 7, 2011 to Jan 30, 2026
Feb 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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