BayWa AG EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:73.02% (-4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 12.72 | |
| 0.1341 | 30.07 | |
| 0.9925 | 1,442.61 | |
| -0.0298 | -7.58 |
Estimation Period:
Jan 17, 2002 to Feb 6, 2026
Jan 17, 2002 to Feb 6, 2026
News Impact Curve
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