Sys-Dat S P A EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.75% (+3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1788 | 7.93 | |
| 0.2979 | 9.42 | |
| 0.9006 | 67.89 | |
| 0.0714 | 1.95 |
Estimation Period:
Jul 8, 2024 to Feb 6, 2026
Jul 8, 2024 to Feb 6, 2026
News Impact Curve
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