D'ieteren Group EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.21% (-3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2174 | 17.84 | |
| 0.3393 | 31.10 | |
| 0.8633 | 110.69 | |
| -0.0554 | -6.59 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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