Auto1 Group Se EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.22% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 8.00 | |
| 0.0650 | 14.20 | |
| 0.9896 | 675.48 | |
| -0.0025 | -0.57 |
Estimation Period:
Feb 4, 2021 to Feb 6, 2026
Feb 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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