Robertet SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.70% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 6.81 | |
| 0.0680 | 14.93 | |
| 0.9936 | 949.95 | |
| 0.0172 | 1.03 |
Estimation Period:
Jul 26, 2019 to Feb 6, 2026
Jul 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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