Heidelberger Druckmaschinen EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:58.63% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2051 | 1.02 | |
| 0.1357 | 5.22 | |
| 0.9122 | 9.58 | |
| 0.0064 | 0.24 |
Estimation Period:
Dec 8, 2021 to Feb 6, 2026
Dec 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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