Societe Industrielle et Financiere de l'Artois SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:35.68% (+3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6557 | 19.38 | |
| 0.3644 | 38.69 | |
| 0.6839 | 40.11 | |
| 0.0264 | 2.80 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2025
Jan 1, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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