Dermapharm Holding EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.51% (-8.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9935 | 11.37 | |
| 0.2270 | 5.46 | |
| -0.0475 | -0.57 | |
| 0.0764 | 2.02 |
Estimation Period:
Sep 26, 2024 to Feb 6, 2026
Sep 26, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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