Banque Cantonale Vaudoise EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.27% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 6.70 | |
| 0.1612 | 15.01 | |
| 0.9436 | 128.38 | |
| -0.0186 | -1.52 |
Estimation Period:
Jun 6, 2014 to Feb 13, 2026
Jun 6, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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