Immobiliere Dassault SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.02% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2186 | 8.77 | |
| 0.2915 | 18.55 | |
| 0.6444 | 17.02 | |
| 0.0661 | 3.59 |
Estimation Period:
Nov 3, 2021 to Feb 6, 2026
Nov 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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