Aumann AG EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.36% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.47 | |
| -0.0101 | -1.99 | |
| 0.9989 | 4,499.53 | |
| -0.0341 | -9.37 |
Estimation Period:
Mar 24, 2017 to Feb 6, 2026
Mar 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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