CPI Europe AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.06% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 8.84 | |
| 0.1849 | 27.67 | |
| 0.9783 | 461.03 | |
| -0.0717 | -5.25 |
Estimation Period:
Jan 23, 1996 to Feb 6, 2026
Jan 23, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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