Financiere Moncey EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.10% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4593 | 17.33 | |
| 0.2321 | 22.89 | |
| 0.8062 | 66.42 | |
| 0.0137 | 1.06 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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