Givaudan SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.23% (-30.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8200 | 10.61 | |
| 0.4074 | 6.64 | |
| -0.0248 | -0.33 | |
| 0.3947 | 8.28 |
Estimation Period:
May 15, 2025 to Jan 30, 2026
May 15, 2025 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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