Fabasoft AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.39% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0950 | 9.18 | |
| 0.1614 | 9.16 | |
| 0.9666 | 259.08 | |
| -0.0235 | -3.11 |
Estimation Period:
Oct 4, 1999 to Feb 6, 2026
Oct 4, 1999 to Feb 6, 2026
News Impact Curve
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