Legrand SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.81% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 6.85 | |
| 0.0981 | 24.44 | |
| 0.9842 | 796.90 | |
| -0.0611 | -16.78 |
Estimation Period:
Apr 6, 2006 to Jan 30, 2026
Apr 6, 2006 to Jan 30, 2026
News Impact Curve
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