Paulic Meunerie Sa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.50% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1594 | 11.48 | |
| 0.2131 | 17.43 | |
| 0.9364 | 150.09 | |
| -0.0425 | -4.03 |
Estimation Period:
Feb 18, 2020 to Feb 6, 2026
Feb 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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