Legrand EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.85% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 6.03 | |
| 0.1285 | 33.15 | |
| 0.9775 | 604.13 | |
| -0.0622 | -13.73 |
Estimation Period:
Oct 26, 2000 to Feb 6, 2026
Oct 26, 2000 to Feb 6, 2026
News Impact Curve
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