Alantra Partners SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.62% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 12.84 | |
| 0.1234 | 22.75 | |
| 0.9878 | 636.05 | |
| 0.0041 | 0.80 |
Estimation Period:
Dec 15, 1997 to Feb 6, 2026
Dec 15, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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