Vicenne EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.42% (-9.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0357 | 7.08 | |
| 0.4868 | 10.68 | |
| 0.4796 | 6.81 | |
| 0.2196 | 4.14 |
Estimation Period:
Jul 15, 2025 to Feb 6, 2026
Jul 15, 2025 to Feb 6, 2026
News Impact Curve
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