Heineken NV EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.99% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 14.43 | |
| 0.1030 | 31.28 | |
| 0.9855 | 1,216.65 | |
| -0.0303 | -11.29 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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