Groupe Sfpi SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.44% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3231 | 8.64 | |
| 0.3729 | 15.78 | |
| 0.8371 | 41.51 | |
| -0.0906 | -4.80 |
Estimation Period:
Jun 14, 2021 to Feb 6, 2026
Jun 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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