Edmond DE Rothschild Real ES AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.48% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 11.42 | |
| 0.0854 | 34.74 | |
| 0.9018 | 333.98 | |
| 0.1532 | 5.78 |
Estimation Period:
Mar 21, 2011 to Feb 6, 2026
Mar 21, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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