Orange SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.72% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 11.94 | |
| 0.1111 | 30.83 | |
| 0.9928 | 2,196.46 | |
| -0.0224 | -7.44 |
Estimation Period:
Oct 17, 1997 to Jan 30, 2026
Oct 17, 1997 to Jan 30, 2026
News Impact Curve
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