Heidelberger Druckmaschinen EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.00% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1478 | 10.88 | |
| 0.1715 | 17.91 | |
| 0.9416 | 168.75 | |
| 0.0331 | 2.92 |
Estimation Period:
Sep 18, 2017 to Feb 13, 2026
Sep 18, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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