VF Alternative AD EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:1,601.55% (-1,208.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4657 | 8.97 | |
| 0.9396 | 19.85 | |
| 0.9188 | 196.54 | |
| -0.6906 | -10.02 |
Estimation Period:
Aug 15, 2019 to Jan 16, 2026
Aug 15, 2019 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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