Ercros SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.34% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1684 | 21.02 | |
| 0.2614 | 38.50 | |
| 0.9349 | 259.92 | |
| -0.0271 | -3.71 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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