Poujoulat EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.83% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2228 | 11.66 | |
| 0.2650 | 19.44 | |
| 0.9008 | 91.79 | |
| 0.0370 | 3.00 |
Estimation Period:
Nov 29, 2021 to Feb 6, 2026
Nov 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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