Samsonite Group SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.62% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0982 | 11.68 | |
| 0.1988 | 20.56 | |
| 0.9532 | 294.48 | |
| -0.0808 | -8.45 |
Estimation Period:
Jun 16, 2011 to Feb 6, 2026
Jun 16, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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