Eckert & Ziegler SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.45% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 10.55 | |
| 0.0896 | 25.39 | |
| 0.9935 | 1,338.95 | |
| -0.0182 | -5.85 |
Estimation Period:
May 31, 1999 to Feb 6, 2026
May 31, 1999 to Feb 6, 2026
News Impact Curve
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