Parrot SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.82% (-3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1983 | 21.35 | |
| 0.2798 | 32.35 | |
| 0.9276 | 244.31 | |
| -0.0364 | -3.91 |
Estimation Period:
Jun 27, 2006 to Feb 6, 2026
Jun 27, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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