Derichebourg SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.37% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0878 | 20.57 | |
| 0.1810 | 33.70 | |
| 0.9655 | 553.28 | |
| -0.0300 | -6.47 |
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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