SAS Florentaise EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:119.27% (-29.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6524 | 11.39 | |
| 0.8027 | 17.50 | |
| 0.8939 | 83.84 | |
| 0.0008 | 0.03 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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