Maison Pommery & Associes SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.12% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 19.11 | |
| 0.2548 | 33.56 | |
| 0.9356 | 265.93 | |
| -0.0405 | -6.89 |
Estimation Period:
Apr 8, 1998 to Feb 13, 2026
Apr 8, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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