Mercialys SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.54% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 12.96 | |
| 0.1348 | 19.49 | |
| 0.9849 | 754.16 | |
| -0.0282 | -4.77 |
Estimation Period:
Oct 11, 2005 to Feb 6, 2026
Oct 11, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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