BRP Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.15% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0963 | 11.49 | |
| 0.1871 | 25.25 | |
| 0.9524 | 259.44 | |
| -0.0666 | -9.81 |
Estimation Period:
May 23, 2013 to Feb 6, 2026
May 23, 2013 to Feb 6, 2026
News Impact Curve
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