Cembre S.p.A. EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.58% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0877 | 19.87 | |
| 0.2089 | 34.27 | |
| 0.9351 | 286.40 | |
| -0.0415 | -7.36 |
Estimation Period:
Dec 29, 1997 to Feb 6, 2026
Dec 29, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities