LE Groupe IDI EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.19% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3390 | 11.49 | |
| 0.7101 | 27.90 | |
| 0.5106 | 10.87 | |
| 0.0040 | 0.14 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other LE Groupe IDI Analyses
Other EGARCH Analyses on International Equities