Ercros SA GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.59% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5563 | 24.83 | |
| 0.1367 | 30.99 | |
| 0.8153 | 174.48 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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