Salcef Spa EGARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:2.92% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1164 | 5.41 | |
| 0.5617 | 12.28 | |
| 0.9428 | 135.87 | |
| -0.1417 | -6.50 |
Estimation Period:
Jan 11, 2021 to Nov 22, 2024
Jan 11, 2021 to Nov 22, 2024
News Impact Curve
Volatility Forecasts
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