Fais Holding Societe Anonyme EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.00% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0535 | 2.01 | |
| 0.0879 | 4.20 | |
| 0.9378 | 133.51 | |
| -0.0681 | -1.35 |
Estimation Period:
Mar 27, 2025 to Feb 6, 2026
Mar 27, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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