Forfarmers Nv EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.79% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1163 | 15.81 | |
| 0.2612 | 24.09 | |
| 0.9164 | 151.69 | |
| -0.0093 | -0.98 |
Estimation Period:
May 24, 2016 to Feb 6, 2026
May 24, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities