Groupe Gascogne EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:65.81% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 7.71 | |
| 0.0796 | 31.15 | |
| 0.9960 | 1,373.84 | |
| -0.0413 | -13.77 |
Estimation Period:
Jul 18, 1991 to Feb 6, 2026
Jul 18, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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