Covestro AG EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:15.08% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 5.51 | |
| 0.1053 | 16.23 | |
| 0.9864 | 644.30 | |
| -0.0627 | -11.99 |
Estimation Period:
Oct 6, 2015 to Dec 19, 2025
Oct 6, 2015 to Dec 19, 2025
News Impact Curve
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