Christian Dior SE EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.86% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 0.45 | |
| 0.0263 | 3.78 | |
| 0.9870 | 76.06 | |
| -0.0584 | -7.21 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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