Ercros SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.82% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4849 | 20.32 | |
| 0.1375 | 32.12 | |
| 0.8177 | 182.08 | |
| 0.5113 | 7.61 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities