Evropi Holdings SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.04% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2560 | 15.15 | |
| 0.0819 | 16.26 | |
| 0.8789 | 245.22 | |
| 0.0421 | 3.98 |
Estimation Period:
Aug 19, 2004 to Feb 6, 2026
Aug 19, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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