Tonnellerie Francois Freres EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.78% (-5.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6815 | 11.15 | |
| 0.4240 | 26.58 | |
| 0.5721 | 15.26 | |
| -0.0006 | -0.03 |
Estimation Period:
Feb 15, 2021 to Feb 6, 2026
Feb 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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