Amica SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.03% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4948 | 8.34 | |
| 0.2744 | 11.12 | |
| 0.6738 | 17.22 | |
| 0.0228 | 0.91 |
Estimation Period:
Mar 4, 2021 to Feb 6, 2026
Mar 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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