AXA SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.75% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 8.38 | |
| 0.1283 | 29.99 | |
| 0.9842 | 976.34 | |
| -0.0741 | -23.01 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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