Edreams Odigeo EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.72% (-8.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2064 | 7.21 | |
| 0.3781 | 11.12 | |
| 0.9310 | 94.60 | |
| -0.0060 | -0.32 |
Estimation Period:
May 30, 2014 to Feb 13, 2026
May 30, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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