Afyren SAS EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.67% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1921 | 11.89 | |
| 0.2641 | 16.53 | |
| 0.9347 | 151.86 | |
| 0.0253 | 1.92 |
Estimation Period:
Oct 5, 2021 to Feb 6, 2026
Oct 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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