Umicore SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:81.09% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0806 | 10.56 | |
| 0.1412 | 11.75 | |
| 0.9931 | 615.71 | |
| 0.0377 | 2.59 |
Estimation Period:
Apr 21, 2004 to Feb 6, 2026
Apr 21, 2004 to Feb 6, 2026
News Impact Curve
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