FABRITY SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.56% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2722 | 12.45 | |
| 0.2084 | 25.73 | |
| 0.8643 | 74.19 | |
| -0.0051 | -0.66 |
Estimation Period:
Jun 6, 2008 to Feb 6, 2026
Jun 6, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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