Credit Immobilier et Hotelier EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.55% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2638 | 8.79 | |
| 0.2030 | 23.77 | |
| 0.8426 | 42.55 | |
| 0.0270 | 2.92 |
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Jul 1, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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