Engie Sa EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:2.84% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1805 | 6.26 | |
| 1.2214 | 38.71 | |
| 0.7694 | 71.44 | |
| 0.1181 | 2.69 |
Estimation Period:
Nov 16, 2022 to May 30, 2025
Nov 16, 2022 to May 30, 2025
News Impact Curve
Volatility Forecasts
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