Waterbase EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:75.63% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0976 | 17.94 | |
| 0.1542 | 24.90 | |
| 0.9660 | 487.15 | |
| 0.0064 | 1.25 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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