Axa Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.01% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 3.39 | |
| 0.0827 | 10.02 | |
| 0.9807 | 320.81 | |
| -0.0725 | -8.46 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
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