Roche Bobois SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.21% (-10.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4467 | 16.67 | |
| 0.5012 | 34.25 | |
| 0.7141 | 43.67 | |
| 0.0633 | 4.44 |
Estimation Period:
Apr 1, 2021 to Feb 6, 2026
Apr 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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