Immobiliere Dassault SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.34% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 24.51 | |
| 0.2264 | 32.54 | |
| 0.9768 | 616.26 | |
| -0.0048 | -0.61 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Immobiliere Dassault SA Analyses
Other EGARCH Analyses on Real Estate