FDJ UNITED EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.78% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0485 | 4.07 | |
| 0.0907 | 4.88 | |
| 0.9608 | 92.85 | |
| -0.0359 | -3.92 |
Estimation Period:
Nov 21, 2019 to Feb 6, 2026
Nov 21, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities