GPE Pizzorno Environnement EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:33.02% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1883 | 5.69 | |
| 0.1201 | 4.31 | |
| 0.8961 | 44.40 | |
| 0.0372 | 1.57 |
Estimation Period:
Apr 6, 2023 to Jan 30, 2026
Apr 6, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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