Spartoo SAS EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:60.02% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 4.73 | |
| 0.0461 | 7.99 | |
| 0.9881 | 442.69 | |
| -0.0146 | -2.54 |
Estimation Period:
Jul 7, 2021 to Feb 6, 2026
Jul 7, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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