Derichebourg SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.36% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3441 | 18.88 | |
| 0.1038 | 31.38 | |
| 0.8584 | 198.98 | |
| 0.6133 | 10.68 |
Estimation Period:
Dec 8, 1994 to Feb 6, 2026
Dec 8, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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