VAT Group AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.06% (-4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7168 | 1.82 | |
| 0.0991 | 1.26 | |
| 0.6723 | 6.61 | |
| -0.2577 | -3.89 |
Estimation Period:
May 8, 2025 to Feb 6, 2026
May 8, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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