Kering EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.80% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 13.10 | |
| 0.1174 | 31.32 | |
| 0.9812 | 883.20 | |
| -0.0523 | -15.16 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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