Faes Farma SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.95% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0718 | 18.66 | |
| 0.2572 | 29.40 | |
| 0.9600 | 401.67 | |
| 0.0046 | 0.74 |
Estimation Period:
Jun 20, 1991 to Feb 6, 2026
Jun 20, 1991 to Feb 6, 2026
News Impact Curve
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