AS Company SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.80% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 10.13 | |
| 0.1172 | 25.11 | |
| 0.9879 | 863.52 | |
| -0.0384 | -6.79 |
Estimation Period:
Jan 31, 2001 to Feb 13, 2026
Jan 31, 2001 to Feb 13, 2026
News Impact Curve
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