Vergnet EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:1,239.97% (-33.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1357 | 5.84 | |
| 0.1920 | 8.61 | |
| 0.9804 | 223.03 | |
| -0.0027 | -0.23 |
Estimation Period:
Jun 13, 2007 to Jan 23, 2026
Jun 13, 2007 to Jan 23, 2026
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