Deutsche Rohstoff AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.32% (+3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0968 | 10.02 | |
| 0.2253 | 16.49 | |
| 0.9555 | 210.27 | |
| -0.0182 | -1.40 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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