Plastivaloire EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.05% (-3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1016 | 19.30 | |
| 0.2038 | 27.73 | |
| 0.9517 | 325.71 | |
| -0.0050 | -0.90 |
Estimation Period:
Jun 25, 1991 to Feb 13, 2026
Jun 25, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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