Groupe Crit EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.32% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1229 | 22.71 | |
| 0.2537 | 28.52 | |
| 0.9376 | 314.43 | |
| -0.0478 | -9.06 |
Estimation Period:
Mar 18, 1999 to Feb 6, 2026
Mar 18, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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