Valbiotis SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:95.05% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0793 | 8.80 | |
| 0.1705 | 19.45 | |
| 0.9788 | 371.89 | |
| -0.0188 | -1.63 |
Estimation Period:
Jun 7, 2017 to Feb 13, 2026
Jun 7, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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