Fastned BV EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.72% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1222 | 7.29 | |
| 0.2695 | 17.83 | |
| 0.9526 | 157.72 | |
| 0.0724 | 4.90 |
Estimation Period:
Jun 21, 2019 to Feb 6, 2026
Jun 21, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts