Pernod Ricard SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.94% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 12.15 | |
| 0.1158 | 36.35 | |
| 0.9870 | 1,434.65 | |
| -0.0439 | -14.21 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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