Christian Dior SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.68% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 15.75 | |
| 0.1298 | 30.51 | |
| 0.9785 | 828.57 | |
| -0.0574 | -16.11 |
Estimation Period:
Dec 4, 1991 to Feb 20, 2026
Dec 4, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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