Eurocommercial Properties NV EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.68% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 20.74 | |
| 0.1460 | 27.84 | |
| 0.9725 | 733.94 | |
| -0.0272 | -6.10 |
Estimation Period:
Nov 20, 1991 to Feb 6, 2026
Nov 20, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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