Sipef Nv EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.37% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 5.72 | |
| 0.1607 | 10.31 | |
| 0.8870 | 45.19 | |
| 0.0409 | 2.27 |
Estimation Period:
Sep 22, 2022 to Feb 6, 2026
Sep 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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