Coface SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.76% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1539 | 10.88 | |
| 0.2507 | 18.76 | |
| 0.9083 | 100.74 | |
| -0.0189 | -1.46 |
Estimation Period:
Jun 26, 2014 to Feb 6, 2026
Jun 26, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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