Exor N V EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.25% (+4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8268 | 21.97 | |
| 0.3476 | 13.99 | |
| -0.2551 | -5.45 | |
| -0.2213 | -13.24 |
Estimation Period:
Oct 3, 2022 to Jan 30, 2026
Oct 3, 2022 to Jan 30, 2026
News Impact Curve
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