Olidata SPA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.17% (+13.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5389 | 13.89 | |
| 0.4501 | 26.42 | |
| 0.7876 | 52.08 | |
| -0.0211 | -1.51 |
Estimation Period:
Feb 18, 2000 to Feb 6, 2026
Feb 18, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities