NRJ Group EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.41% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0617 | 17.25 | |
| 0.2052 | 35.23 | |
| 0.9607 | 378.66 | |
| -0.0346 | -5.47 |
Estimation Period:
Jun 15, 2000 to Feb 6, 2026
Jun 15, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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