Hidrostal SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:16.92% (-8.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0914 | 4.32 | |
| 0.0890 | 23.70 | |
| 0.9809 | 202.29 | |
| -0.1568 | -10.69 |
Estimation Period:
Apr 18, 1995 to May 30, 2025
Apr 18, 1995 to May 30, 2025
News Impact Curve
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