Fermentalg EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.24% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0957 | 11.57 | |
| 0.1500 | 18.64 | |
| 0.9694 | 314.35 | |
| -0.0130 | -1.60 |
Estimation Period:
Apr 16, 2014 to Feb 6, 2026
Apr 16, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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