Societe D Exploitation Des P EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.53% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1245 | 14.81 | |
| 0.3679 | 29.87 | |
| 0.8632 | 103.94 | |
| -0.0203 | -1.87 |
Estimation Period:
Jul 20, 2016 to Feb 6, 2026
Jul 20, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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